A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures

Maciej Rysz, Alexander Vinel, Pavlo A. Krokhmal, Eduardo L. Pasiliao. A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures. INFORMS Journal on Computing, 27(2):416-430, 2015. [doi]

Authors

Maciej Rysz

This author has not been identified. Look up 'Maciej Rysz' in Google

Alexander Vinel

This author has not been identified. Look up 'Alexander Vinel' in Google

Pavlo A. Krokhmal

This author has not been identified. Look up 'Pavlo A. Krokhmal' in Google

Eduardo L. Pasiliao

This author has not been identified. Look up 'Eduardo L. Pasiliao' in Google