|edoc-Server der Humboldt-Universität zu Berlin|
Ralf Gollmer, University of Duisburg-Essen|
Frederike Neise, University of Duisburg-Essen
Rüdiger Schultz, University of Duisburg-Essen
|Title:||Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse|
|Date of Acceptance:||03.06.2007|
Stochastic Programming E-Print Series |
|Editors:||Julie L. Higle; Werner Römisch; Surrajeet Sen|
|Complete Preprint:||pdf (urn:nbn:de:kobv:11-10078078)|
|Keywords (eng):||stochastic dominance, Stochastic integer programming, mixed-integer optimization|
|Metadata export: To export the complete metadata set as Endote or Bibtex format please click to the appropriate link.||Endnote Bibtex|
|print on demand: If you click on this icon you can order a print copy of this publication.|
|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 closedness of the constraint set mapping with the underlying probability measure as parameter. In the case of ﬁnite probability spaces, the models are shown to be equivalent to large-scale, block-structured, mixed-integer linear programs. We propose a decomposition algorithm for the latter and discuss preliminary computational results.|
These data concerning access statistics for individual documents
have been compiled using the webserver log files aggregated by AWSTATS.
They refer to a monthly access count to the full text documents as well as to the entry page.
As for format versions of a document which consist of multiple files (such as HTML) the highest monthly access number to one of the files (chapters) is shown respectivly.
To see the detailled access numbers please move the mouse pointer over the single bars of the digaram.
Gesamtzahl der Zugriffe seit Jul 2011: