scientific article
From MaRDI portal
Publication:2762572
zbMath1016.90029MaRDI QIDQ2762572
Werner Römisch, Rüdiger Schultz
Publication date: 9 January 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stabilityoptimalityprobability distributionsdual decompositionfunctional and dynamic programminglarge scale mixed-integer linear programminglinear multistage stochastic integer programsRockafellar-Wets dualization
Large-scale problems in mathematical programming (90C06) Integer programming (90C10) Stochastic programming (90C15)
Related Items
On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty, On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming, BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems, An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects, Unnamed Item, On a stochastic sequencing and scheduling problem, Stochastic dual dynamic integer programming, On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty, A Scalable Bounding Method for Multistage Stochastic Programs, A polynomial oracle-time algorithm for convex integer minimization, Optimizing vaccine distribution in developing countries under natural disaster risk, Scenario-dominance to multi-stage stochastic lot-sizing and knapsack problems, Stochastic forestry planning under market and growth uncertainty, Cost/risk balanced management of scarce resources using stochastic programming, BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs., Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning, Structuring Bilateral Energy Contract Portfolios in Competitive Markets, The design of robust value-creating supply chain networks, Short-term hydropower production planning by stochastic programming, Two-Stage Stochastic Mixed-Integer Programs: Algorithms and Insights, A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes, Stochastic set packing problem, Designing a two-echelon distribution network under demand uncertainty, Unit commitment in electricity pool markets, Totally unimodular multistage stochastic programs, A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach, Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach, A general algorithm for solving two-stage stochastic mixed \(0-1\) first-stage problems, Stochastic optimization models in forest planning: a progressive hedging solution approach, From State-of-the-Art Static Fleet Assignment to Flexible Stochastic Planning of the Future, A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities, About the complexity of two-stage stochastic IPs
