Enhancements of two-stage stochastic decomposition
From MaRDI portal
Publication:1010300
DOI10.1016/j.cor.2008.09.015zbMath1179.90248OpenAlexW2021122073MaRDI QIDQ1010300
Suvrajeet Sen, Kai Huang, Zhi-Hong Zhou
Publication date: 3 April 2009
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2008.09.015
Related Items
Simulation-based confidence bounds for two-stage stochastic programs, Multicut Benders decomposition algorithm for process supply chain planning under uncertainty, An improved L-shaped method for solving process flexibility design problems
Cites Work
- Unnamed Item
- Unnamed Item
- Partitioning procedures for solving mixed-variables programming problems
- On the asymptotic accuracy of Efron's bootstrap
- Bootstrap methods: another look at the jackknife
- Statistical approximations for stochastic linear programming problems
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Finite master programs in regularized stochastic decomposition
- Sample-path optimization of convex stochastic performance functions
- Decomposition algorithms for stochastic programming on a computational grid
- Stochastic decomposition. A statistical method for large scale stochastic linear programming
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Epi‐consistency of convex stochastic programs
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization
- Introduction to Stochastic Programming
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming