Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
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Publication:3629506
DOI10.1137/060678051zbMath1173.90490OpenAlexW1994784096MaRDI QIDQ3629506
Rüdiger Schultz, Ralf Gollmer, Frederike Neise
Publication date: 27 May 2009
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/9028
Inequalities; stochastic orderings (60E15) Mixed integer programming (90C11) Stochastic programming (90C15)
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