Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints
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More about this item
Keywordsmultistage stochastic mixed 0-1 optimization; scenario clustering; risk averse measures; stochastic dominance constraints;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-2015-03-22 (Computational Economics)
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