SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Applying the Minimum Risk Criterion in Stochastic Recourse Programs · Study

ArticleShelves

ArticleApplying the Minimum Risk Criterion in Stochastic Recourse Programs

Rüdiger Schultz2003

Article2003

Applying the Minimum Risk Criterion in Stochastic Recourse Programs

Rüdiger Schultz

30 citations·0/0 files stored·Computational Optimization and Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Advanced Optimization Algorithms Research Optimization and Mathematical Programming

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 30 citations exist upstream.

References

2011Introduction to Stochastic Programming 2010Stochastic Programming 1995Stochastic Programming 1999Dual decomposition in stochastic integer programming 1991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse 1974Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program 2004A finite branch-and-bound algorithm for two-stage stochastic integer programs 1996Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000Some Aspects of Stability in Stochastic Programmingarticle · 13 shared references 2003Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recoursearticle · 8 shared references 2001Multistage Stochastic Integer Programs: An Introductionchapter · 8 shared references 2011Two‐Stage Stochastic Integer Programming: A Brief Introductionother · 7 shared references 2007Robust stochastic programming with uncertain probabilitiesarticle · 7 shared references 1999Response surface analysis of two-stage stochastic linear programming with recoursearticle · 7 shared references

Details

Year2003

Typearticle

Published2003-02-01

VenueComputational Optimization and Applications

ISSN-L0926-6003

Languageen

Citations30

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1023/a:1021862109131

openalex_workW1570901895

Links

Imported from OpenAlex (CC0) — nothing here is generated.