On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management
type: Item
instance of: scholarly article
title: On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management
zbMATH Open document ID: 1483.90094
published in: Computational Management Science
publication date: 2018-10-29T00:00:00Z
full work available at URL: http://hdl.handle.net/11000/6273
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 6967052
zbMATH Keywords: capacity expansion planning
zbMATH Keywords: strategic and tactical uncertainties
zbMATH Keywords: multistage stochastic strategic scenario tree
zbMATH Keywords: two-stage stochastic operational multiperiod scenario tree
zbMATH Keywords: time-consistent and time-inconsistent stochastic dominance
author: Laureano F. Escudero Bueno
author: Juan F. Monge
describes a project that uses: DDSIP
MaRDI profile type: Publication
OpenAlex ID: W2805479295
cites work: On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
cites work: Medium range optimization of copper extraction planning under uncertainty in future copper prices
cites work: Risk management for forestry planning under uncertainty in demand and prices
cites work: Coherent measures of risk
cites work: Coherent multiperiod risk adjusted values and Bellman's principle
cites work: On strategic multistage operational two-stage stochastic 0--1 optimization for the rapid transit network design problem
cites work: On stochastic dynamic programming for solving large-scale planning problems under uncertainty
cites work: Optimization with Stochastic Dominance Constraints
cites work: On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
cites work: Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
cites work: On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
cites work: A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
cites work: Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
cites work: Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
cites work: Multi-horizon stochastic programming
cites work: Duality in stochastic linear and dynamic programming
cites work: Integrated chance constraints: reduced forms and an algorithm
cites work: Evaluating policies in risk-averse multi-stage stochastic programming
cites work: Some remarks on the value-at-risk and the conditional value-at-risk
cites work: Time-consistent decisions and temporal decomposition of coherent risk functionals
cites work: Q3528030
cites work: Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences
cites work: Risk-averse dynamic programming for Markov decision processes
cites work: On a time consistency concept in risk averse multistage stochastic programming
cites work: Stochastic dual dynamic integer programming
DOI: 10.1007/S10287-018-0318-9
description: scientific article; zbMATH DE number 6967052