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Two-stage stochastic linear programs with incomplete information on uncertainty · Study

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ArticleTwo-stage stochastic linear programs with incomplete information on uncertainty

James S. K. Ang2013

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Articlegreen2013

Two-stage stochastic linear programs with incomplete information on uncertainty

James S. K. Ang · Fanwen Meng · Jie Sun

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

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Risk and Portfolio Optimization Electric Power System Optimization Advanced Optimization Algorithms Research

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References

2010Stochastic Programming 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems 2002Convex measures of risk and trading constraints 2002Robust optimization ? methodology and applications 1959Studies in Mathematical Theory of Inventory and Production 2004Manufacturing Planning and Control for Supply Chain Management 2005A Min-Max Solution of an Inventory Problem 1960Studies in the Mathematical Theory of Inventory and Production

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Year2013

Typearticle

Published2013-08-11

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations30

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.ejor.2013.07.039

openalex_workW1980251548

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