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pro vyhledávání: '"Ruben Van Beesten"'
Autor:
Ward Romeijnders, Ruben Van Beesten
Publikováno v:
Operations Research Letters, 50(5), 541-547
Operations Research Letters
Operations Research Letters
We consider two-stage recourse models in which the second-stage problem has integer decision variables and uncertainty in the second-stage cost vector, technology matrix, and the right-hand side vector. Such mixed-integer recourse models are typicall
Autor:
E. Ruben van Beesten, Daan Hulshof
Publikováno v:
Applied Energy. 341:121051
Autor:
Ward Romeijnders, E. Ruben van Beesten
Publikováno v:
Mathematical Programming, 181(2), 473-507. SPRINGER HEIDELBERG
In traditional two-stage mixed-integer recourse models, the expected value of the total costs is minimized. In order to address risk-averse attitudes of decision makers, we consider a weighted mean-risk objective instead. Conditional value-at-risk is