Mathematical programming approaches for generating \(p\)-efficient points
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Publication:992653
DOI10.1016/j.ejor.2010.05.025zbMath1205.90210OpenAlexW2095564588MaRDI QIDQ992653
Nilay Noyan, Miguel A. Lejeune
Publication date: 9 September 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.05.025
stochastic programmingouter approximationvalid inequalitiesprobabilistic constraints\(p\)-efficiency
Mixed integer programming (90C11) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)
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Uses Software
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