A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
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- A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
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Cited in
(45)- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization
- Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
- Model equivalents and cutting-plane decoposition methods for dominance-constrained two-stage stochastic programs
- Optimization with a class of multivariate integral stochastic order constraints
- Graver basis and proximity techniques for block-structured separable convex integer minimization problems
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition
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- On relations between DEA-risk models and stochastic dominance efficiency tests
- A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
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- A framework for secure IT operations in an uncertain and changing environment
- Structuring bilateral energy contract portfolios in competitive markets
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- The design of robust value-creating supply chain networks
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- Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
- Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
- Stochastic dominance constraints in elastic shape optimization
- On air traffic flow management with rerouting. II: Stochastic case
- Risk-averse two-stage stochastic programs in furniture plants
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints
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- An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse
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- Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric
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