2 papers
math.OC2025
Bi-Parameterized Two-Stage Stochastic Min-Max and Min-Min Mixed Integer Programs
Sumin Kang, Manish Bansal
We introduce two-stage stochastic min-max and min-min integer programs with bi-parameterized recourse (BTSPs), where the first-stage decisions affect both the objective function an…
math.OC2024
Distributionally Risk-Receptive and Robust Multistage Stochastic Integer Programs and Interdiction Models
Sumin Kang, Manish Bansal
In this paper, we study distributionally risk-receptive and distributionally robust (or risk-averse) multistage stochastic mixed-integer programs (denoted by DRR- and DRO-MSIPs). W…