A Scalable Bounding Method for Multistage Stochastic Programs-Reference-Cited by-同舟云学术

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A Scalable Bounding Method for Multistage Stochastic Programs

Published:2017-01 Issue:3 Volume:27 Page:1772-1800
ISSN:1052-6234
Container-title:SIAM Journal on Optimization
language:en
Short-container-title:SIAM J. Optim.

Author:

Sandikçi Burhaneddi̇n,Özaltin Osman Y.

Funder

Laboratory for Analytic Sciences

National Science Foundation

University of Chicago Booth School of Business

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Theoretical Computer Science,Software

Link

https://epubs.siam.org/doi/pdf/10.1137/16M1075594

Reference38 articles.

1. A scenario decomposition algorithm for 0–1 stochastic programs

2. Dynamic Capacity Acquisition and Assignment under Uncertainty

3. An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion

4. The value of the stochastic solution in stochastic linear programs with fixed recourse

5. Sublinear upper bounds for stochastic programs with recourse

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2. Bounds for Multistage Mixed-Integer Distributionally Robust Optimization;SIAM Journal on Optimization;2024-02-13

3. Stochastic Programs with Recourse: Bounds;Encyclopedia of Optimization;2024

4. COVID-19: Data-Driven optimal allocation of ventilator supply under uncertainty and risk;European Journal of Operational Research;2021-12

5. Stage-t scenario dominance for risk-averse multi-stage stochastic mixed-integer programs;Annals of Operations Research;2021-12-01

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