Applying the minimax criterion in stochastic recourse programs

European Journal of Operational Research

Volumn 165, Issue 3, 2005, Pages 569-584

  Riis, Morten ^a   Andersen, Kim Allan ^a  

^a AARHUS UNIVERSITY   (Denmark)

Author keywords

Algorithms; Minimax techniques; Stability; Stochastic programming

Indexed keywords

COMPUTATIONAL METHODS; FINITE ELEMENT METHOD; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; PARAMETER ESTIMATION; PROBABILITY; RANDOM PROCESSES; UNCERTAIN SYSTEMS;

LINEAR RECOURSE; MINIMAX TECHNIQUES; RANDOM VARIABLES;

PROBLEM SOLVING;

EID: 13444260999     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2003.09.033     Document Type: Article

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