Two-stage stochastic programs: integer variables, dominance relations and PDE constraints

DOI10.3934/NACO.2012.2.713zbMath1295.90032OpenAlexW2313224943MaRDI QIDQ1940955

Rüdiger Schultz

Publication date: 11 March 2013

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2012.2.713

zbMATH Keywords

stochastic integer programmingstochastic dominancemixed-integer optimizationPDE constrained optimization

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Mixed integer programming (90C11) Stochastic programming (90C15)

Uses Software

• CPLEX
• DDSIP
• ddsip

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