Sequential Bounding Methods for Two-Stage Stochastic Programs

DOI10.1287/ijoc.2015.0682zbMath1343.90055OpenAlexW2337093751WikidataQ57432852 ScholiaQ57432852MaRDI QIDQ3186665

Alexander H. Gose, Brian T. Denton

Publication date: 12 August 2016

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/15d3d54829759a570908ae663fb15cef7136af08

zbMATH Keywords

stochastic modelsprogrammingstochasticindustriesinventory-productionelectric-electronic

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

Uses Software

• CLP
• Julia

Cites Work

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