A numerical method for two-stage stochastic programs under uncertainty

DOI10.1155/2011/840137zbMath1235.90106OpenAlexW2028609333WikidataQ58693581 ScholiaQ58693581MaRDI QIDQ410561

Paul Bosch

Publication date: 3 April 2012

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/840137

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Stochastic programming (90C15) Production models (90B30)

Cites Work

• Challenges in stochastic programming
• Robust solutions of linear programming problems contaminated with uncertain data
• Stability and sensitivity-analysis for stochastic programming
• Two-Stage Stochastic Programs with Mixed Probabilities
• Boole-Bonferroni Inequalities and Linear Programming
• Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks
• Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information
• Introduction to Stochastic Programming
• Subdifferential Convergence in Stochastic Programs
• Chance Constrained Programming with Joint Constraints
• Convex Approximations of Chance Constrained Programs
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