Risk aversion in two-stage stochastic integer programming

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On deviation measures in stochastic integer programming
A mean-risk mixed integer nonlinear program for transportation network protection
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Two-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problem
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Stochastic multi-objective optimization: a survey on non-scalarizing methods
Two-stage combinatorial optimization problems under risk
Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
Distributionally robust simple integer recourse
Risk-averse two-stage stochastic programs in furniture plants
Integer programming approaches in mean-risk models
Decision making with dominance constraints in two-stage stochastic integer programming. With a foreword by Rüdiger Schultz
Stochastic decomposition for risk-averse two-stage stochastic linear programs

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