On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs.
Laureano F. EscuderoMaría Araceli GarínMaría MerinoGloria PérezPublished in: Eur. J. Oper. Res. (2016)
Keyphrases
- multistage
- stochastic dominance
- mixed integer linear
- mathematical programming
- stochastic programming
- fuzzy random variables
- random variables
- production system
- single stage
- dynamic programming
- lot sizing
- stochastic optimization
- decision makers
- optimal policy
- search algorithm
- genetic algorithm
- linear programming
- probability distribution
- multi objective
- multistage stochastic
- objective function
- decision making