Decision-dependent probabilities in stochastic programs with recourse

Author:

Hellemo Lars,Barton Paul I.,Tomasgard AsgeirORCID

Funder

Norges Forskningsråd

Publisher

Springer Science and Business Media LLC

Subject

Information Systems,Management Information Systems

Reference51 articles.

1. Abramowitz M, Stegun I (1964) Handbook of mathematical functions with formulas, graphs, and mathematical tables, vol 55. Dover Publications, New York

2. Ahmed S (2000) Strategic planning under uncertainty—stochastic integer programming approaches. Ph.D. thesis, Graduate College, University of Illinois at Urbana-Champaign, Urbana, IL, USA

3. Apap RM, Grossmann IE (2017) Models and computational strategies for multistage stochastic programming under endogenous and exogenous uncertainties. Comput Chem Eng 103:233–274

4. Artstein Z, Wets R (1994) Stability results for stochastic programs and sensors, allowing for discontinuous objective functions. SIAM J Optim 4:537–550

5. Beale EML (1955) On minimizing a convex function subject to linear inequalities. J R Stat Soc B 17(2):173–184

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