Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

A Probabilistic Lower Bound for Two-Stage Stochastic Programs

From MaRDI portal
Publication:3001267
Jump to:navigation, search

DOI10.1007/978-1-4419-1642-6_2zbMath1227.90025OpenAlexW1598914529MaRDI QIDQ3001267

Gerd Infanger, George B. Dantzig

Publication date: 31 May 2011

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL: https://digital.library.unt.edu/ark:/67531/metadc704551/


zbMATH Keywords

Monte Carlo samplingBenders decomposition


Mathematics Subject Classification ID

Stochastic programming (90C15)


Related Items (6)

Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter ⋮ Simulation-based confidence bounds for two-stage stochastic programs ⋮ A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming ⋮ Assessing solution quality in stochastic programs ⋮ Intelligent control and optimization under uncertainty with application to hydro power ⋮ Monte Carlo bounding techniques for determinig solution quality in stochastic programs




This page was built for publication: A Probabilistic Lower Bound for Two-Stage Stochastic Programs

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3001267&oldid=16020006"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 3 February 2024, at 22:10.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki