Enhancements of two-stage stochastic decomposition

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

zbMATH Keywords

stochastic programmingstochastic decompositionre-sampling

Mathematics Subject Classification ID

Stochastic programming (90C15)

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