On Deviation Measures in Stochastic Integer Programming

DOI10.1016/j.endm.2004.03.055zbMath1152.90540OpenAlexW1978987956MaRDI QIDQ3439156

Rüdiger Schultz, Andreas Märkert

Publication date: 29 May 2007

Published in: Electronic Notes in Discrete Mathematics (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/8977

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15)

Related Items

Deviation measures in linear two-stage stochastic programming

Cites Work

• From stochastic dominance to mean-risk models: Semideviations as risk measures
• On structure and stability in stochastic programs with random technology matrix and complete integer recourse
• Stochastic Dominance and Expected Utility: Survey and Analysis
• Introduction to Stochastic Programming
• Dual Stochastic Dominance and Related Mean-Risk Models
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