Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
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Publication:439600
DOI10.1016/J.EJOR.2011.11.044zbMATH Open1244.90174OpenAlexW2020976101MaRDI QIDQ439600FDOQ439600
Authors: Gabriela Martinez, Darinka Dentcheva 
Publication date: 16 August 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.11.044
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Cited In (25)
- Two-stage optimization problems with multivariate stochastic order constraints
- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
- A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation
- A general test for SSD portfolio efficiency
- Buffered Probability of Exceedance: Mathematical Properties and Optimization
- Level bundle methods for constrained convex optimization with various oracles
- Stochastic multi-objective optimization: a survey on non-scalarizing methods
- Optimization with Multivariate Stochastic Dominance Constraints
- Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse
- On risk management of a two-stage stochastic mixed 0-1 model for the closed-loop supply chain design problem
- Medium range optimization of copper extraction planning under uncertainty in future copper prices
- Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
- An almost robust model for minimizing disruption exposures in supply systems
- Connection between higher order measures of risk and stochastic dominance
- Stochastic orderings with respect to a capacity and an application to a financial optimization problem
- Symbolic computation with monotone operators
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
- The deepest event cuts in risk-averse optimization with application to radiation therapy design
- Random variables, monotone relations, and convex analysis
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management
- Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
- Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints
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