Deviation measures in stochastic programming with mixed-integer recourse.

zbMATH Open1196.90006MaRDI QIDQ3584097FDOQ3584097

Authors: Hans-Jürgen Andreas Märkert 

Publication date: 18 August 2010

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Mathematics Subject Classification ID

Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

Cited In (9)

• On deviation measures in stochastic integer programming
• Computational study of decomposition algorithms for mean-risk stochastic linear programs
• On Deviation Measures in Stochastic Integer Programming
• On the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse.
• Convexity and decomposition of mean-risk stochastic programs
• Title not available (Why is that?)
• Conditional value-at-risk in stochastic programs with mixed-integer recourse
• Postoptimality for mean-risk stochastic mixed-integer programs and its application
• Deviation measures in linear two-stage stochastic programming

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