On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming

TOP

Volumn 17, Issue 1, 2009, Pages 5-29

  Escudero, Laureano F ^a  

^a UNIVERSIDAD REY JUAN CARLOS   (Spain)

Author keywords

Branch and fix coordination; Lagrangian substitution and decomposition; Mean risk measures; Multistage stochastic integer programming

Indexed keywords

EID: 67349139106     PISSN: 11345764     EISSN: 18638279     Source Type: Journal    
DOI: 10.1007/s11750-009-0090-7     Document Type: Conference Paper

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