Increasing Convex Order Constraints Induced by Mixed-Integer Linear Recourse

Uwe Gotzes

Chapter Chapter 2 in Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming, 2009, pp 13-32 from Springer

Abstract: Abstract The starting point of the investigations in this chapter is to identify “acceptable” members of $$ \left( {\tilde fx} \right)x \in X $$ (cf. (1.6), (1.8)) with respect to the introduced partial orders rather than looking for a “best” among them with respect to some scalarization. We assume that a random variable $$ a:\Omega \to $$ reflecting an acceptance threshold for the costs $$ \tilde f_x $$ resulting from the two-stage dynamics in (1.2) is given.

Keywords: Lower Semicontinuous; Stochastic Program; Borel Probability Measure; Real Random Variable; Deterministic Equivalent (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-8348-9991-0_2

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DOI: 10.1007/978-3-8348-9991-0_2

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