On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
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Publication:320895
DOI10.1016/j.ejor.2015.03.050zbMath1346.90628OpenAlexW2093101965MaRDI QIDQ320895
María Araceli Garín, Gloria Pérez, María Merino, Laureano Fernando Escudero Bueno
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.03.050
mixed 0-1 deterministic equivalent modelmultistage stochastic mixed 0-1 optimizationrisk averse measuresscenario clusteringstochastic dominance constraints
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