In this work we extend to the multistage case two recent risk averse measures for two-stage stochastic programs based on first- and second-order stochastic dominance constraints induced by mixed-integer linear recourse. Additionally, we consider Time Stochastic Dominance (TSD) along a given...

In this paper we study solution methods for solving the dual problem corresponding to the Lagrangean Decomposition of two stage stochastic mixed 0-1 models. We represent the two stage stochastic mixed 0-1 problem by a splitting variable representation of the deterministic equivalent model, where...

The unit-level small area estimation approach has no standard procedure and each case needs separate modeling when the domain parameters are not linear or the target variable is not normally distributed. Area-level linear mixed models can be generally applied to produce EBLUP estimates of linear...