An Adjustable Robust Two-stage Stochastic Quadric Programming and its Solution with Subgradient Algorithms

Author:

Ma Xinshun1ORCID,An Qi1ORCID

Affiliation:

1. Department of Mathematics and Physics, North China Electric Power University, China

Publisher

ACM

Reference21 articles.

1. John R. Birge and François Louveaux . 2011 . Introduction to Stochastic Programming. Springer New York , New York, NY. DOI:https://doi.org/10.1007/978-1-4614-0237-4 10.1007/978-1-4614-0237-4 John R. Birge and François Louveaux. 2011. Introduction to Stochastic Programming. Springer New York, New York, NY. DOI:https://doi.org/10.1007/978-1-4614-0237-4

2. Herbert Scarf . 2005. A Min-Max Solution of an Inventory Problem . In Herbert Scarf's Contributions to Economics , Game Theory and Operations Research, Zaifu Yang (ed.). Palgrave Macmillan UK , London , 19–27. DOI:https://doi.org/10.1057/9781137024381_3 10.1057/9781137024381_3 Herbert Scarf. 2005. A Min-Max Solution of an Inventory Problem. In Herbert Scarf's Contributions to Economics, Game Theory and Operations Research, Zaifu Yang (ed.). Palgrave Macmillan UK, London, 19–27. DOI:https://doi.org/10.1057/9781137024381_3

3. Stochastic programming with fuzzy linear partial information on probability distribution;Abdelaziz Ben;European Journal of Operational Research,2005

4. Multistage stochastic programming with fuzzy probability distribution;Abdelaziz Fouad Ben;Fuzzy Sets and Systems,2009

5. A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization;Bertsimas Dimitris;Math. Program.,2015

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