Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
type: Item
instance of: scholarly article
title: Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
zbMATH Open document ID: 1478.90065
author: İ. Esra Büyüktahtakın
published in: Annals of Operations Research
publication date: 2022-01-20T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 90C10
Mathematics Subject Classification ID: 90C27
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7460729
zbMATH Keywords: stage-\(t\) scenario dominance
zbMATH Keywords: partial ordering of scenarios
zbMATH Keywords: time-consistent mean-risk multi-stage stochastic mixed-integer programs
zbMATH Keywords: risk-averse
zbMATH Keywords: conditional value-at-risk (CVaR)
zbMATH Keywords: stochastic dynamic knapsack problem
zbMATH Keywords: cutting planes
zbMATH Keywords: bounds
MaRDI profile type: Publication
full work available at URL: s10479-021-04388-3
OpenAlex ID: W3215990786
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Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (DOI)
DOI: 10.1007/S10479-021-04388-3