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Applying the minimax criterion in stochastic recourse programs · Study

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ArticleApplying the minimax criterion in stochastic recourse programs

Kim Allan Andersen2004

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Articlegreen2004

Applying the minimax criterion in stochastic recourse programs

Kim Allan Andersen

26 citations·0/0 files stored·European Journal of Operational Research

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

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References

2011Introduction to Stochastic Programming 2010Stochastic Programming 1998Introduction to Stochastic Programming 1995Stochastic Programming 1991Scenarios and Policy Aggregation in Optimization Under Uncertainty 1993The integer L-shaped method for stochastic integer programs with complete recourse 1999Dual decomposition in stochastic integer programming 1991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse

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2003Applying the Minimum Risk Criterion in Stochastic Recourse Programsarticle · 15 shared references 2000Some Aspects of Stability in Stochastic Programmingarticle · 13 shared references 2001Multistage Stochastic Integer Programs: An Introductionchapter · 10 shared references 2011Two‐Stage Stochastic Integer Programming: A Brief Introductionother · 8 shared references 2007Robust stochastic programming with uncertain probabilitiesarticle · 8 shared references 1999Response surface analysis of two-stage stochastic linear programming with recoursearticle · 8 shared references

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Year2004

Typearticle

Published2004-04-15

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations26

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.ejor.2003.09.033

openalex_workW1978787448

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