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An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse - MaRDI portal

An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse (Q968143)

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scientific article; zbMATH DE number 5703731
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An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse
scientific article; zbMATH DE number 5703731

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    An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse (English)
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    5 May 2010
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    stochastic integer programming
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    stochastic dominance
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    mixed-integer optimization
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