8 search results - page 1 / 2 » Finiteness Theorems in Stochastic Integer Programming |
FOCM
2007
13 years 10 months ago
2007
SIAMJO
2008
13 years 10 months ago
2008
We propose a new class of stochastic integer programs whose special features are dominance constraints induced by mixed-integer linear recourse. For these models, we establish clo...
MP
2006
13 years 10 months ago
2006
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...
DISOPT
2008
13 years 11 months ago
2008
We introduce a general technique to create an extended formulation of a mixed-integer program. We classify the integer variables into blocks, each of which generates a finite set ...
CCE
2008
13 years 11 months ago
2008
The problem of optimal synthesis of an integrated water system is addressed in this work, where water using processes and water treatment operations are combined into a single net...