Assessing the quality of convex approximations for two-stage totally unimodular integer recourse models
Year of publication: |
2017
|
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Authors: | Romeijnders, Ward ; Morton, David P. ; Vlerk, Maarten H. van der |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 29.2017, 2, p. 211-231
|
Subject: | stochastic programming | integer recourse | convex approximations | sampling methods | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Stichprobenerhebung | Sampling |
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