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Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse.

Ralf GollmerFrederike NeiseRüdiger Schultz
Published in: SIAM J. Optim. (2008)
Keyphrases
  • mixed integer linear
  • multistage
  • mathematical programming
  • first order logic
  • constraint satisfaction
  • higher order
  • constrained optimization
  • linear constraints
  • special case
  • cost function