Risk Aversion in Two-Stage Stochastic Integer Programming

نویسنده

  • Rüdiger Schultz
چکیده

Some recent developments in the area of risk aversion in stochastic integer programming are surveyed. After a discussion of modeling guidelines and resulting mean-risk stochastic integer programs emphasis is placed on structural properties of these optimization problems and on algoritms for their solution. Bibliographical notes conclude the paper.

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تاریخ انتشار 2005