Applying the minimax criterion in stochastic recourse programs

DOI10.1016/j.ejor.2003.09.033zbMath1062.90043OpenAlexW1978787448MaRDI QIDQ1771344

Morten Riis, Kim Allan Andersen

Publication date: 21 April 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/8928

zbMATH Keywords

AlgorithmsStabilityStochastic programmingMinimax techniques

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

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Stochastic network models for logistics planning in disaster relief ⋮ Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization ⋮ An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems ⋮ Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs ⋮ Robust two-stage stochastic linear optimization with risk aversion ⋮ Stability and Continuity in Robust Optimization ⋮ Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems ⋮ Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints ⋮ Distributionally robust optimization. A review on theory and applications ⋮ Uncertainties in minimax stochastic programs ⋮ Asymptotic behavior of solutions: an application to stochastic NLP

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