29 search results - page 1 / 6 » Convex approximations for a class of mixed-integer recourse ... |
ANOR
2010
13 years 4 months ago
2010
We consider mixed-integer recourse (MIR) models with a single recourse constraint. We relate the second-stage value function of such problems to the expected simple integer recour...
SIAMJO
2008
13 years 4 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 4 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 4 months ago
2008
This paper is motivated by the fact that mixed integer nonlinear programming is an important and difficult area for which there is a need for developing new methods and software f...
MP
2006
13 years 4 months ago
2006
