Browsing by Author "Riis, Morten"

Now showing items 1-2 of 2

2002-07-05Buch

Applying the minimax criterion in stochastic recourse programs

Riis, Morten; Andersen, Kim Allan

We consider an optimization problem in which some uncertain parmeters are replaced by random variables. The minimax approach to stochastic programming concerns the problem of minimizing the worst expected value of the ...
2001-06-26Buch

Applying the minimum risk criterion in stochastic recourse programs

Riis, Morten; Schultz, Rüdiger

In the setting of stochastic recourse programs, we consider the problem of minimizing the probability of total costs exceeding a certain threshold value. The problem is referred to as the minimum risk problem and is posed ...