Ward Romeijnders

University of Groningen

P.O. Box 800

9700 AH Groningen, Groningen 9700 AV

Netherlands

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Scholarly Papers (1)

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Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems Under Mean-MAD Information

CentER Discussion Paper Series No. 2016-039
Number of pages: 48 Posted: 29 Sep 2016
Tilburg University - Center for Economic Research (CentER), University of Groningen, Tilburg University - Department of Econometrics & Operations Research and University of Groningen
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Abstract:

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robust, ambiguous, integer, recourse, stochastic, multi-stage