Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (Q5139855)

scientific article; zbMATH DE number 7284459

Language	Label	Description	Also known as
English	Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs	scientific article; zbMATH DE number 7284459

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instance of

scholarly article

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title

Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (English)

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INFORMS Journal on Computing

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publication date

11 December 2020

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zbMATH Keywords

stochastic programming

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multistage stochastic programming

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bounds

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dual decomposition

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describes a project that uses

SIPLIB

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DSP

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1287/ijoc.2018.0885

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cites work

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Aggregation bounds in stochastic linear programming

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Introduction to Stochastic Programming

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Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse

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On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming

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A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs

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Integration of progressive hedging and dual decomposition in stochastic integer programs

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The Value of Multistage Stochastic Programming in Capacity Planning Under Uncertainty

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Stochastic integer programming: general models and algorithms

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Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming

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On parallelizing dual decomposition in stochastic integer programming

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Bounds and Approximations for Multistage Stochastic Programs

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Bounds in multistage linear stochastic programming

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A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment

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Optimizing the Societal Benefits of the Annual Influenza Vaccine: A Stochastic Programming Approach

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Q4830009

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Scenarios and Policy Aggregation in Optimization Under Uncertainty

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Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming

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Q2925334

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An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse

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Stochastic optimization models in forest planning: a progressive hedging solution approach

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Identifiers

DOI

10.1287/ijoc.2018.0885

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5139855