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swMATH5103MaRDI QIDQ17243FDOQ17243

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Cited In (50)

• Graver basis and proximity techniques for block-structured separable convex integer minimization problems
• Two-stage optimization problems with multivariate stochastic order constraints
• On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
• A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning
• Multivariate robust second-order stochastic dominance and resulting risk-averse optimization
• Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
• New Formulations for Optimization under Stochastic Dominance Constraints
• The design of robust value-creating supply chain networks
• On relations between DEA-risk models and stochastic dominance efficiency tests
• A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation
• Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
• Sample average approximation of stochastic dominance constrained programs
• Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
• Stochastic Dominance Constraints in Elastic Shape Optimization
• Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball
• Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation
• On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
• Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse
• On risk management of a two-stage stochastic mixed 0-1 model for the closed-loop supply chain design problem
• A multistage formulation for generation companies in a multi-auction electricity market
• Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
• Medium range optimization of copper extraction planning under uncertainty in future copper prices
• On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management
• Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
• On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management
• Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
• A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
• An almost robust model for minimizing disruption exposures in supply systems
• Multi-stage portfolio selection problem with dynamic stochastic dominance constraints
• Optimization with a class of multivariate integral stochastic order constraints
• A framework for secure IT operations in an uncertain and changing environment
• On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
• Fix-and-relax-coordination for a multi-period location-allocation problem under uncertainty
• Cluster Lagrangean decomposition in multistage stochastic optimization
• On air traffic flow management with rerouting. II: Stochastic case
• Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
• An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management
• Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints
• The design of robust value-creating supply chain networks: a critical review
• Robust stochastic dominance and its application to risk-averse optimization
• Risk-averse two-stage stochastic programs in furniture plants
• Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition
• Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
• Two-stage stochastic programs: integer variables, dominance relations and PDE constraints
• Interval-based stochastic dominance: theoretical framework and application to portfolio choices
• Risk aversion for an electricity retailer with second-order stochastic dominance constraints
• General linear formulations of stochastic dominance criteria
• On risk-averse stochastic semidefinite programs with continuous recourse
• Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation
• An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse

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