scientific article
From MaRDI portal
Publication:3809581
zbMath0659.90061MaRDI QIDQ3809581
François V. Louveaux, Yves Smeers
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of mathematical programming (90C90) Stochastic programming (90C15) Production models (90B30) Operations research and management science (90B99)
Related Items (22)
Development of a stochastic model for the economic dispatch of electric power ⋮ A new interior-point approach for large separable convex quadratic two-stage stochastic problems ⋮ Finite master programs in regularized stochastic decomposition ⋮ Applications of stochastic programming under incomplete information ⋮ Continuous approximation schemes for stochastic programs ⋮ Scenario reduction for stochastic programs with conditional value-at-risk ⋮ The value of the stochastic solution in multistage problems ⋮ Duality and statistical tests of optimality for two stage stochastic programs ⋮ Solving linear programs with multiple right-hand sides: Pricing and ordering schemes ⋮ The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs ⋮ Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction ⋮ The impact of sampling methods on bias and variance in stochastic linear programs ⋮ Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation ⋮ Efficient solution selection for two-stage stochastic programs ⋮ Decision-dependent probabilities in stochastic programs with recourse ⋮ Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs ⋮ An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse ⋮ The empirical behavior of sampling methods for stochastic programming ⋮ Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints ⋮ Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs ⋮ Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse ⋮ A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
This page was built for publication:
