On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty
type: Item
instance of: scholarly article
title: On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty
zbMATH Open document ID: 1163.90584
published in: Annals of Operations Research
publication date: 2009-06-25T00:00:00Z
Mathematics Subject Classification ID: 90B80
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 5570705
zbMATH Keywords: multi-period single-source problem
zbMATH Keywords: two-stage stochastic mixed 0-1 programs
zbMATH Keywords: non-anticipativity constraints
zbMATH Keywords: splitting variables
zbMATH Keywords: fix-and-relax coordination
author: Antonio Alonso-Ayuso
author: Laureano F. Escudero Bueno
author: Celeste Pizarro
MaRDI profile type: Publication
full work available at URL: s10479-008-0411-5
OpenAlex ID: W2076581858
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DOI: 10.1007/S10479-008-0411-5
description: scientific article; zbMATH DE number 5570705