Second-order scenario approximation and refinement in optimization under uncertainty

DOI10.1007/BF02187644zbMath0854.90108OpenAlexW1974299693MaRDI QIDQ1918426

G.-M. You, N. Chanaka P. Edirisinghe

Publication date: 31 July 1996

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02187644

zbMATH Keywords

two-stage stochastic programsscenario-based stochastic programmingsimplicial partitioning of joint domains

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items

MINIMIZING MAKESPAN IN A MULTICLASS FLUID NETWORK WITH PARAMETER UNCERTAINTY, Implementing bounds-based approximations in convex-concave two-stage stochastic programming, On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems, Multiperiod portfolio optimization with terminal liability: bounds for the convex case

Uses Software

• MSLiP

Cites Work

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