An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
Year of publication: |
2019
|
---|---|
Authors: | Postek, Krzysztof Stanisław ; Romeijnders, Ward ; Hertog, Dirk den ; Vlerk, Maarten H. van der |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 274.2019, 2 (16.4.), p. 432-444
|
Subject: | Stochastic programming | Robust | Ambiguous | Integer | Recourse | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Ganzzahlige Optimierung | Integer programming | Entscheidung unter Unsicherheit | Decision under uncertainty |
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