Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
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DOI: 10.1016/j.ejor.2020.02.046
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- Jin-Biao Lu & Zhi-Jiang Liu & Dmitry Tulenty & Liudmila Tsvetkova & Sebastian Kot, 2021. "RETRACTED: Implementation of Stochastic Analysis in Corporate Decision-Making Models," Mathematics, MDPI, vol. 9(9), pages 1-16, May.
- Bushaj, Sabah & Büyüktahtakın, İ. Esra & Haight, Robert G., 2022. "Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation," European Journal of Operational Research, Elsevier, vol. 299(3), pages 1094-1110.
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Keywords
Stochastic programming; Exogenous and endogenous uncertainties; Time-consistent stochastic dominance; Mixed 0–1 bilinear optimization; Scenario cluster-based decomposition algorithms;All these keywords.
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