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2007-06-03Buch DOI: 10.18452/8378
Second-Order Stochastic Dominance Constraints Induced by Mixed-Integer Linear Recourse
dc.contributor.authorGollmer, Ralf
dc.contributor.authorGotzes, Uwe
dc.contributor.authorSchultz, Rüdiger
dc.contributor.editorHigle, Julie L.
dc.contributor.editorRömisch, Werner
dc.contributor.editorSen, Surrajeet
dc.date.accessioned2017-06-16T20:14:08Z
dc.date.available2017-06-16T20:14:08Z
dc.date.created2007-06-11
dc.date.issued2007-06-03
dc.date.submitted2007-01-08
dc.identifier.urihttp://edoc.hu-berlin.de/18452/9030
dc.description.abstractWe introduce stochastic integer programs with dominance constraints induced by mixed-integer linear recourse. Closedness of the constraint set mapping with respect to perturbations of the underlying probability measure is derived. For discrete probability measures, large-scale, block-structured,mixed-integer linear programming equivalents to the dominance constrained stochastic programs areidentified. For these models, a decomposition algorithm is proposed. Computational tests withinstances from power optimization and Sudoku puzzling conclude the paper.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.subjectstochastic dominanceeng
dc.subjectstochastic integer programmingeng
dc.subjectmixed integer optimizationeng
dc.subject.ddc510 Mathematik
dc.titleSecond-Order Stochastic Dominance Constraints Induced by Mixed-Integer Linear Recourse
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10078091
dc.identifier.doihttp://dx.doi.org/10.18452/8378
local.edoc.container-titleStochastic Programming E-Print Series
local.edoc.pages16
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2007
local.edoc.container-issue6
local.edoc.container-erstkatid2936317-2

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