Two-stage stochastic programs: integer variables, dominance relations and PDE constraints
type: Item
instance of: scholarly article
title: Two-stage stochastic programs: integer variables, dominance relations and PDE constraints
zbMATH Open document ID: 1295.90032
author: Rüdiger Schultz
published in: Numerical Algebra, Control and Optimization
publication date: 2013-03-11T00:00:00Z
review text: The paper reviews different branches of stochastic programming from a unified point-of view. The review covers stochastic integer programming, optimization with stochastic dominance constraints, and PDE constrained stochastic optimization. The efficiency of the stochastic programming algorithms in the following applied problems is discussed: maintaining reliable and cost efficient supply of the electrical power by a dispersed generation system and stochastic shape optimization.
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 6143090
zbMATH Keywords: stochastic integer programming
zbMATH Keywords: stochastic dominance
zbMATH Keywords: mixed-integer optimization
zbMATH Keywords: PDE constrained optimization
reviewed by: Antanas Žilinskas
describes a project that uses: DDSIP
describes a project that uses: ddsip
describes a project that uses: CPLEX
MaRDI profile type: Publication
full work available at URL: naco.2012.2.713
OpenAlex ID: W2313224943
DOI: 10.3934/NACO.2012.2.713
description: scientific article; zbMATH DE number 6143090