Stochastic programs with binary distributions: structural properties of scenario trees and algorithms

DOI10.1007/s10287-018-0312-2zbMath1483.90099OpenAlexW2770493162WikidataQ129765818 ScholiaQ129765818MaRDI QIDQ1989724

Vit Prochazka, Stein W. Wallace

Publication date: 29 October 2018

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/2462787

zbMATH Keywords

algorithmsstochastic programmingscenariosbinary random variables

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Related Items (1)

Scenario tree construction driven by heuristic solutions of the optimization problem

Cites Work

• Multivariate Bernoulli distribution
• Structural properties of the progressive hedging algorithm
• Stochastic binary problems with simple penalties for capacity constraints violations
• Modeling with Stochastic Programming
• Integrated Facility Layout Design and Flow Assignment Problem Under Uncertainty
• Applications of Stochastic Programming

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