Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs
Author:
Affiliation:
1. Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, Michigan 48109
2. School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
General Engineering
Reference34 articles.
1. A scenario decomposition algorithm for 0–1 stochastic programs
2. Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
3. Improving the Integer L-Shaped Method
4. Coherent Measures of Risk
5. Introduction to Stochastic Programming
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