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
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
Journal title :
Discrete Applied Mathematics
