Narrow search
Showing 1 - 10 of 10,312
Cover Image
On the convergence of decomposition methods for multistage stochastic convex programs
Girardeau, P.; Leclere, V.; Philpott, A. B. - In: Mathematics of operations research 40 (2015) 1, pp. 130-145
Persistent link: https://www.econbiz.de/10010497627
Cover Image
An arc-exchange decomposition method for multistage dynamic networks with random arc capacities
Song, Haiqing; Cheung, Raymond K.; Wang, Haiyan - In: European journal of operational research : EJOR 233 (2014) 3, pp. 474-487
Persistent link: https://www.econbiz.de/10010228249
Cover Image
Stochastic decomposition applied to large-scale hydro valleys management
Carpentier, P.; Chancelier, J.-Ph.; Leclère, V.; Pacaud, F. - In: European journal of operational research : EJOR 270 (2018) 3, pp. 1086-1098
Persistent link: https://www.econbiz.de/10011882701
Cover Image
An inexact column-and-constraint generation method to solve two-stage robust optimization problems
Tsang, Man Yiu; Shehadeh, Karmel S.; Curtis, Frank E. - In: Operations research letters 51 (2023) 1, pp. 92-98
Persistent link: https://www.econbiz.de/10014283302
Cover Image
Decomposition methods for monotone two-time-scale stochastic optimization problems
Rigaut, Tristan; Carpentier, Pierre; Chancelier, … - In: Computational management science 21 (2024) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10014636796
Cover Image
A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty
Zhang, Hongyu; Mazzi, Nicolò; McKinnon, Ken; Nava, … - In: Computers & operations research : an international journal 167 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014566414
Cover Image
Decomposition methods for multi-horizon stochastic programming
Zhang, Hongyu; Grossmann, Ignacio E.; Tomasgard, Asgeir - In: Computational management science 21 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014636804
Cover Image
Column generation strategies and decomposition approaches for the two-stage stochastic multiple knapsack problem
Tönissen, D. D.; Akker, J. M. van den; Hoogeveen, J. A. - In: Computers & operations research : and their … 83 (2017), pp. 125-139
Persistent link: https://www.econbiz.de/10011700670
Cover Image
Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
Barro, Diana; Canestrelli, Elio - In: OR spectrum : quantitative approaches in management 38 (2016) 3, pp. 711-742
Persistent link: https://www.econbiz.de/10011699618
Cover Image
Valuing customer portfolios with endogenous mass-and-direct-marketing interventions using a stochastic dynamic programming decomposition
Esteban-Bravo, Mercedes; Vidal-Sanz, José M.; … - 2012
Persistent link: https://www.econbiz.de/10009685227