Adaptive partition-based level decomposition methods for solving two-stage stochastic programs with fixed recourse
Year of publication: |
2018
|
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Authors: | Ackooij, Wim van ; Oliveira, Welington de ; Song, Yongjia |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 30.2018, 1, p. 57-70
|
Subject: | stochastic programming | scenario reduction | level decomposition | Stochastischer Prozess | Stochastic process | Theorie | Theory | Dekompositionsverfahren | Decomposition method | Mathematische Optimierung | Mathematical programming |
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