Efficient solution selection for two-stage stochastic programs
From MaRDI portal
Publication:1740544
DOI10.1016/j.ejor.2019.02.015zbMath1430.90442OpenAlexW2914468865MaRDI QIDQ1740544
Xin Fei, Nalân Gülpinar, Juergen Branke
Publication date: 30 April 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://wrap.warwick.ac.uk/113522/
Related Items
Dynamic focus programming: a new approach to sequential decision problems under uncertainty ⋮ A new separable piecewise linear learning algorithm for the stochastic empty container repositioning problem ⋮ Efficient estimation of a risk measure requiring two-stage simulation optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- Simulation and optimization approaches to scenario tree generation
- A two-stage stochastic programming model for transportation network protection
- A multicut algorithm for two-stage stochastic linear programs
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- A simulation-based approach to two-stage stochastic programming with recourse
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint
- Conditioning of convex piecewise linear stochastic programs
- Scenario reduction in stochastic programming
- The Benders decomposition algorithm: a literature review
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Solution sensitivity-based scenario reduction for stochastic unit commitment
- Portfolio optimization via stochastic programming: Methods of output analysis
- A heuristic for moment-matching scenario generation
- Decomposition algorithms for stochastic programming on a computational grid
- Scenario tree reduction for multistage stochastic programs
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
- A note on scenario reduction for two-stage stochastic programs
- A two-stage stochastic programming model for electric energy producers
- A stochastic programming approach for supply chain network design under uncertainty
- A general framework on the simulation-based optimization under fixed computing budget
- The empirical behavior of sampling methods for stochastic programming
- Linear Programming under Uncertainty
- A Two-Stage Stochastic Network Model and Solution Methods for the Dynamic Empty Container Allocation Problem
- The Sample Average Approximation Method for Stochastic Discrete Optimization
- Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
- Selecting a Selection Procedure
- MO2TOS: Multi-Fidelity Optimization with Ordinal Transformation and Optimal Sampling
- Decomposition Principle for Linear Programs
- Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach
- A two-stage stochastic programming framework for transportation planning in disaster response
- Real Analysis and Probability
- Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
- Programming under uncertainty: The complete problem
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- Scenario tree generation for multiperiod financial optimization of optimal discretization
