27 citations · 33 across the 6 of their papers we have counts for
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math.OC2016
Absolute semi-deviation risk measure for ordering problem with transportation cost in Supply Chain
Saravanan Venkatachalam, Lewis Ntaimo
We present a decomposition method for stochastic programs with 0-1 variables in the second-stage with absolute semi-deviation (ASD) risk measure. Traditional stochastic programming…
math.OC2016
Integer Set Reduction for Stochastic Mixed-Integer Programming
Saravanan Venkatachalam, Lewis Ntaimo
Two-stage stochastic mixed-integer programming (SMIP) problems with general integer variables in the second-stage are generally difficult to solve. This paper develops the theory o…