On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
Laureano F. Escudero, María Araceli Garín, María Merino, Gloria Pérez
| 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
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| 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 | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2015.03.050 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011435773