On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
Year of publication: |
2016
|
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Authors: | Escudero, Laureano F. ; Garín, María Araceli ; Merino, María ; Pérez, Gloría |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 249.2016, 1 (16.2.), p. 164-176
|
Subject: | Multistage stochastic mixed 0-1 Optimization | Scenario clustering | Mixed 0-1 deterministic equivalent model | Risk averse measures | Stochastic dominance constraints | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Risikoaversion | Risk aversion |
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