8 search results - page 1 / 2 » Finiteness Theorems in Stochastic Integer Programming |
FOCM
2007
13 years 7 months ago
2007
SIAMJO
2008
13 years 7 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 7 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 7 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 7 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...