Mathematical programming approaches for generating \(p\)-efficient points
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Publication:992653
DOI10.1016/j.ejor.2010.05.025zbMath1205.90210MaRDI QIDQ992653
Miguel A. Lejeune, Nilay Noyan
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 programming; outer approximation; valid inequalities; probabilistic constraints; \(p\)-efficiency
90C11: Mixed integer programming
90C15: Stochastic programming
90C59: Approximation methods and heuristics in mathematical programming
Uses Software