State-variable modeling for a class of two-stage stochastic optimization problems
Year of publication: |
2022
|
---|---|
Authors: | Doulabi, Hossein Hashemi ; Ahmed, Shabbir ; Nemhauser, George L. |
Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 34.2022, 1, p. 354-369
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Subject: | state-variable modeling | stochastic programming | Two-stage stochastic optimization | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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