On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming
Year of publication: |
2009
|
---|---|
Authors: | Escudero, Laureano |
Published in: |
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 17.2009, 1, p. 5-29
|
Publisher: |
Springer |
Subject: | Multistage stochastic integer programming | Mean-risk measures | Branch-and-fix coordination | Lagrangian substitution and decomposition |
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