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Solving Stochastic Programs with Complete Integer Recourse : A Framework Using Gröbner Bases

SCHULTZ, Rüdiger; STOUGIE, Leen; van der VLERK, Maarten - Center for Operations Research and Econometrics (CORE), … - 1995

In this paper we present a framework for solving stochastic programs with complete integer recourse and discretely distributed right-hand side vector, using Grabner basis methods from computational algebra to solve the numerous second-stage integer programs. Using structural properties of the...

Persistent link: https://www.econbiz.de/10005042760

Two-stage stochastic integer programming : a survey

Schultz, Rüdiger; Stougie, Leen; Vlerk, Maarten H. van der - 1994

Persistent link: https://www.econbiz.de/10000151672

Special issue: special issue to the memory of Maarten H. van der Vlerk

Morton, David P. (ed.); Romeijnders, Ward (ed.); … - 2018

Persistent link: https://www.econbiz.de/10011922943

Editorial: the stochastic programming heritage of Maarten van der Vlerk

Morton, David P.; Romeijnders, Ward; Schultz, Rüdiger; … - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 319-323

Persistent link: https://www.econbiz.de/10011922945

Strong convexity in risk-averse stochastic programs with complete recourse

Claus, Matthias; Schultz, Rüdiger; Spürkel, Kai - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 411-429

Persistent link: https://www.econbiz.de/10011922964

Risk aversion for an electricity retailer with second-order stochastic dominance constraints

Carrión, Miguel; Gotzes, Uwe; Schultz, Rüdiger - In: Computational Management Science : CMS 6 (2009) 2, pp. 233-250

Persistent link: https://www.econbiz.de/10003828748

Risk neutral and risk averse power optimization in electricity networks with dispersed generation

Kuhn, Sebastian; Schultz, Rüdiger - In: Mathematical methods of operations research 69 (2009) 2, pp. 353-367

Persistent link: https://www.econbiz.de/10003858166

Innovative Modellierung und Optimierung von Energiesystemen

Schultz, Rüdiger (ed.); Wagner, Hermann-Josef (ed.) - 2009

Persistent link: https://www.econbiz.de/10003744362

On deviation measures in stochastic integer programming

Märkert, Andreas; Schultz, Rüdiger - In: Operations research letters 33 (2005) 5, pp. 441-449

Persistent link: https://www.econbiz.de/10006812502

Dual decomposition in stochastic integer programming

Carøe, Claus C.; Schultz, Rüdiger - In: Operations research letters 24 (1998) 1-2, pp. 37-46

Persistent link: https://www.econbiz.de/10006844979

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