Pages that link to "Item:Q2583132"

The following pages link to Conditional value-at-risk in stochastic programs with mixed-integer recourse (Q2583132):

Displaying 50 items.

• Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
• Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
• Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition (Q345460) (← links)
• Risk averse elastic shape optimization with parametrized fine scale geometry (Q378125) (← links)
• R\&D pipeline management: task interdependencies and risk management (Q420877) (← links)
• On air traffic flow management with rerouting. II: Stochastic case (Q439637) (← links)
• Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
• Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
• Detecting large risk-averse 2-clubs in graphs with random edge failures (Q513610) (← links)
• On some optimisation models in a fuzzy-stochastic environment (Q613467) (← links)
• A risk-averse stochastic program for integrated system design and preventive maintenance planning (Q666964) (← links)
• Stochastic set packing problem (Q713096) (← links)
• On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843) (← links)
• On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming (Q839882) (← links)
• BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems (Q839891) (← links)
• Computational study of decomposition algorithms for mean-risk stochastic linear programs (Q903926) (← links)
• Stochastic 0-1 linear programming under limited distributional information (Q935201) (← links)
• A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
• Risk neutral and risk averse power optimization in electricity networks with dispersed generation (Q1014316) (← links)
• On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty (Q1026569) (← links)
• On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming (Q1040974) (← links)
• Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
• Risk-averse formulations and methods for a virtual power plant (Q1652695) (← links)
• Risk tomography (Q1681334) (← links)
• A mean-risk mixed integer nonlinear program for transportation network protection (Q1681354) (← links)
• Two-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problem (Q1734824) (← links)
• New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183) (← links)
• Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
• Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
• Risk-averse two-stage stochastic programming with an application to disaster management (Q1762003) (← links)
• An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees (Q1762093) (← links)
• On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty (Q1782185) (← links)
• Postoptimality for mean-risk stochastic mixed-integer programs and its application (Q1935908) (← links)
• Convex approximations for a class of mixed-integer recourse models (Q1958624) (← links)
• A risk-averse approach for the planning of a hybrid energy system with conventional hydropower (Q2026961) (← links)
• Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
• A risk-averse two-stage stochastic programming model for a joint multi-item capacitated line balancing and lot-sizing problem (Q2171582) (← links)
• Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (Q2189450) (← links)
• A multiobjective metaheuristic for a mean-risk multistage capacity investment problem (Q2267821) (← links)
• Risk aversion for an electricity retailer with second-order stochastic dominance constraints (Q2271803) (← links)
• A cutting plane method for risk-constrained traveling salesman problem with random arc costs (Q2274859) (← links)
• General properties of two-stage stochastic programming problems with probabilistic criteria (Q2290416) (← links)
• On risk-averse stochastic semidefinite programs with continuous recourse (Q2296250) (← links)
• Decision tree analysis for a risk averse decision maker: CVaR criterion (Q2356215) (← links)
• PySP: modeling and solving stochastic programs in Python (Q2392659) (← links)
• Risk-averse two-stage stochastic programs in furniture plants (Q2454333) (← links)
• The design of robust value-creating supply chain networks (Q2454337) (← links)
• Reverse logistics network design and planning utilizing conditional value at risk (Q2514880) (← links)
• Risk-averse approach for topology optimization of fail-safe structures using the level-set method (Q2667305) (← links)
• Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation (Q2670546) (← links)