Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations

DOI10.1007/s10287-018-0315-zzbMath1483.90101OpenAlexW2738246784WikidataQ129793921 ScholiaQ129793921MaRDI QIDQ1989720

Ward Romeijnders, Maarten H. van der Vlerk, Niels van der Laan

Publication date: 29 October 2018

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-018-0315-z

zbMATH Keywords

error boundsstochastic integer programmingconvex approximations

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15)

Related Items (2)

Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty ⋮ Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector

Cites Work

• Unnamed Item
• Unnamed Item
• Total variation bounds on the expectation of periodic functions with applications to recourse approximations
• The integer \(L\)-shaped method for stochastic integer programs with complete recourse
• Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
• Dual decomposition in stochastic integer programming
• Stochastic programming with integer variables
• Convex approximations for complete integer recourse models
• A finite branch-and-bound algorithm for two-stage stochastic integer programs
• Fenchel decomposition for stochastic mixed-integer programming
• Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
• Simple integer recourse models: convexity and convex approximations
• The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
• Convex Approximations for Totally Unimodular Integer Recourse Models: A Uniform Error Bound
• Lectures on Stochastic Programming
• Introduction to Stochastic Programming
• Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs
• Assessing the Quality of Convex Approximations for Two-Stage Totally Unimodular Integer Recourse Models
• Applications of Stochastic Programming
• A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound

This page was built for publication: Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations