A branch-and-bound method for multistage stochastic integer programs with risk objectives

DOI10.1080/02331930701779906zbMath1134.90453OpenAlexW2073815369MaRDI QIDQ3498593

Rüdiger Schultz, Thomas S. Heinze

Publication date: 15 May 2008

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/9029

zbMATH Keywords

stochastic integer programmingmean-risk modelsmixed-integer optimizationmultistage models

Mathematics Subject Classification ID

Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)

Related Items (1)

Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs

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