Title of article
An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse Original Research Article
Author/Authors
Dimitri Drapkin، نويسنده , , Rüdiger Schultz، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
7
From page
291
To page
297
Abstract
We derive a cutting plane decomposition method for stochastic programs with first-order dominance constraints induced by linear recourse models with continuous variables in the second stage.
Keywords
Stochastic dominance , Mixed-integer optimization , Stochastic integer programming
Journal title
Discrete Applied Mathematics
Serial Year
2010
Journal title
Discrete Applied Mathematics
Record number
887340
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