Deviation Measures in Linear Two-Stage Stochastic Programming
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DOI: 10.1007/s00186-005-0006-8
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References listed on IDEAS
- Ogryczak, Wlodzimierz & Ruszczynski, Andrzej, 1999.
"From stochastic dominance to mean-risk models: Semideviations as risk measures,"
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- Rüdiger Schultz, 2000. "Some Aspects of Stability in Stochastic Programming," Annals of Operations Research, Springer, vol. 100(1), pages 55-84, December.
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Cited by:
- Ahumada, Omar & Rene Villalobos, J. & Nicholas Mason, A., 2012. "Tactical planning of the production and distribution of fresh agricultural products under uncertainty," Agricultural Systems, Elsevier, vol. 112(C), pages 17-26.
- Michelle Alvarado & Lewis Ntaimo, 2018. "Chemotherapy appointment scheduling under uncertainty using mean-risk stochastic integer programming," Health Care Management Science, Springer, vol. 21(1), pages 87-104, March.
- Prasad Parab & Lewis Ntaimo & Bernardo Pagnoncelli, 2025. "Stochastic decomposition for risk-averse two-stage stochastic linear programs," Journal of Global Optimization, Springer, vol. 91(1), pages 59-93, January.
- João Claro & Jorge Sousa, 2010. "A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem," Computational Optimization and Applications, Springer, vol. 46(3), pages 427-450, July.
- Zhiping Chen & Feng Zhang & Li Yang, 2011. "Postoptimality for mean-risk stochastic mixed-integer programs and its application," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 74(3), pages 445-465, December.
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Keywords
Linear two-stage stochastic programmming; Mean-risk models;Statistics
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