SICOpt: Solution Approach for Nonlinear Integer Stochastic Programming Problems

Author:

Beraldi P.,Conforti D.,Violi A.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference30 articles.

1. Ahmed, S.: Convexity and decomposition of mean-risk stochastic programs. Math. Progam. 106, 433–446 (2006)

2. Realff, J., Wei, J.: Sample average approximation methods for stochastic MINLPs. Comput. Chem. Eng. 28(3), 333–346 (2004)

3. Ruszczyński, A.: Decomposition methods in stochastic programming. Math. Program. 79, 333–353 (1997)

4. Birge, J.R., Yen, J.W.: A stochastic programming approach to the airline crew scheduling problem. Technical Report Industrial Engineering and Management Sciences, Northwestern University (2003)

5. Beraldi, P., Bruni, M.E., Conforti, D.: The stochastic trim loss problem: model formulation and efficient solution. In: Press Corrected Proof on European Journal of Operational Research, available online

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