On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems

DOI10.1007/s11590-021-01839-5zbMath1505.90085OpenAlexW4205773039MaRDI QIDQ2091214

Carlos Andrés Gamboa, Alexandre Street, Davi Michel Valladão

Publication date: 1 November 2022

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-021-01839-5

zbMATH Keywords

conservative solutiontwo-stage stochastic programmingexact bound partition methods

Mathematics Subject Classification ID

Stochastic programming (90C15)

Uses Software

• QUADPACK
• JuMP

Cites Work

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