On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895)
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scientific article; zbMATH DE number 6635761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs |
scientific article; zbMATH DE number 6635761 |
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On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (English)
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7 October 2016
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multistage stochastic mixed 0-1 optimization
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scenario clustering
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mixed 0-1 deterministic equivalent model
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risk averse measures
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stochastic dominance constraints
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