Two-stage stochastic mixed-integer linear programming : the conditional scenario approach
Year of publication: |
July 2017
|
---|---|
Authors: | Beltran-Royo, C. |
Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 70.2017, p. 31-42
|
Subject: | Stochastic mixed-integer linear programming | Conditional expectation | Scenario | Conditional Scenario | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Szenariotechnik | Scenario analysis | Stochastischer Prozess | Stochastic process |
-
Optimization-based scenario reduction for data-driven two-stage stochastic optimization
Bertsimas, Dimitris, (2023)
-
Problem-driven scenario clustering in stochastic optimization
Keutchayan, Julien, (2023)
-
Heitsch, Holger, (2009)
- More ...
-
Semi-Lagrangian relaxation applied to the uncapacitated facility location problem
Beltran-Royo, C., (2012)
-
Beltran-Royo, C., (2007)
-
Multistage multiproduct advertising budgeting
Beltran-Royo, C., (2013)
- More ...