Stochastic Programs with First-Order Dominance Constraints...

SIAM Journal on Optimization 2008 / 01 Vol. 19; Iss. 2

Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse

Gollmer, Ralf, Neise, Frederike, Schultz, Rüdiger
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Volume:
19
Language:
english
Journal:
SIAM Journal on Optimization
DOI:
10.1137/060678051
Date:
January, 2008
File:
PDF, 221 KB
english, 2008
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