Name
Title | ||
|---|---|---|
On Solving Two-Stage Distributionally Robust Disjunctive Programs with a General Ambiguity Set |
Abstract | ||
|---|---|---|
•Decomposition algorithms for two-stage distributionally robust disjunctive programs.•Stochastic extensions of Balas’ results for deterministic disjunctive programs.•Present sufficient conditions under which our algorithms are finitely convergent.•Special cases: Two-stage stochastic mixed binary (or semi-continuous) programs.•In these programs, the degree of risk aversion can be chosen by decision makers. |
Year | DOI | Venue |
|---|---|---|
2019 | 10.1016/j.ejor.2019.05.033 | European Journal of Operational Research |
Keywords | Field | DocType |
Stochastic programming,Distributionally robust disjunctive programs,Decomposition algorithms,Semi-continuous program,Reverse convex program | Integer,Mathematical optimization,Quadratic equation,Separable space,Probability distribution,Linear programming,Stochastic programming,Ambiguity,Mathematics,Binary number | Journal |
Volume | Issue | ISSN |
279 | 2 | 0377-2217 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Manish Bansal | 1 | 5 | 2.80 |
| Sanjay Mehrotra | 2 | 521 | 77.18 |