Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems

DOI10.1007/s10287-010-0125-4zbMath1225.91032OpenAlexW1999563417MaRDI QIDQ645501

Jean-Paul Watson, David L. Woodruff

Publication date: 15 November 2011

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-010-0125-4

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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Uses Software

• AMPL

Cites Work

• Unnamed Item
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