Stochastic programs with binary distributions: structural properties of scenario trees and algorithms
type: Item
instance of: scholarly article
title: Stochastic programs with binary distributions: structural properties of scenario trees and algorithms
zbMATH Open document ID: 1483.90099
author: Vit Prochazka
author: Stein W. Wallace
published in: Computational Management Science
publication date: 2018-10-29T00:00:00Z
full work available at URL: http://hdl.handle.net/11250/2462787
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C05
zbMATH DE Number: 6967048
zbMATH Keywords: stochastic programming
zbMATH Keywords: scenarios
zbMATH Keywords: binary random variables
zbMATH Keywords: algorithms
MaRDI profile type: Publication
OpenAlex ID: W2770493162
cites work: Multivariate Bernoulli distribution
cites work: Stochastic binary problems with simple penalties for capacity constraints violations
cites work: Modeling with Stochastic Programming
cites work: Structural properties of the progressive hedging algorithm
cites work: Applications of Stochastic Programming
cites work: Integrated Facility Layout Design and Flow Assignment Problem Under Uncertainty
Wikidata QID: Q129765818
DOI: 10.1007/S10287-018-0312-2
description: scientific article; zbMATH DE number 6967048