Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse
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- Deviation measures in stochastic programming with mixed-integer recourse.
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- On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
- Convex approximations for a class of mixed-integer recourse models
- Risk-averse two-stage stochastic linear programming: modeling and decomposition
- Risk-averse two-stage stochastic programs in furniture plants
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- Bilevel linear optimization under uncertainty
- A branch-and-bound method for multistage stochastic integer programs with risk objectives
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- Stochastic decomposition for risk-averse two-stage stochastic linear programs
- On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty
- Applying the minimum risk criterion in stochastic recourse programs
- Postoptimality for mean-risk stochastic mixed-integer programs and its application
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