Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (Q5139855)

scientific article; zbMATH DE number 7284459

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English	Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs	scientific article; zbMATH DE number 7284459

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instance of

scholarly article

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title

Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (English)

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DOI

10.1287/ijoc.2018.0885

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INFORMS Journal on Computing

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publication date

11 December 2020

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Mathematics Subject Classification ID

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stochastic programming

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multistage stochastic programming

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bounds

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dual decomposition

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describes a project that uses

SIPLIB

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DSP

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1287/ijoc.2018.0885

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OpenAlex ID

W2963152483

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cites work

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Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization

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A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs

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Integration of progressive hedging and dual decomposition in stochastic integer programs

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The Value of Multistage Stochastic Programming in Capacity Planning Under Uncertainty

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Simple integer recourse models: convexity and convex approximations

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Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming

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Bounds in multistage linear stochastic programming

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Monotonic bounds in multistage mixed-integer stochastic programming

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Optimizing the Societal Benefits of the Annual Influenza Vaccine: A Stochastic Programming Approach

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Scenarios and Policy Aggregation in Optimization Under Uncertainty

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An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse

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Wikidata QID

Q127494467

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Sitelinks

Mathematics(1 entry)

mardi Publication:5139855