On multiple simple recourse models

DOI10.1007/S00186-005-0021-9zbMath1109.90059OpenAlexW2142214050MaRDI QIDQ2433237

Maarten H. van der Vlerk

Publication date: 27 October 2006

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/8923

zbMATH Keywords

integer recoursesimple recourseconvex approximation

Mathematics Subject Classification ID

Integer programming (90C10) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Related Items (4)

Integrated chance constraints: reduced forms and an algorithm ⋮ A MEAN–VARIANCE BOUND FOR A THREE-PIECE LINEAR FUNCTION ⋮ Simple integer recourse models: convexity and convex approximations ⋮ Some insights into the solution algorithms for SLP problems

Uses Software

• SLP-IOR

Cites Work

• Unnamed Item
• Stochastic programming in water management: A case study and a comparison of solution techniques
• Stochastic programming with simple integer recourse
• SLP-IOR: An interactive model management system for stochastic linear programs
• Convex approximations for complete integer recourse models
• On the convex hull of the simple integer recourse objective function
• An algorithm for the construction of convex hulls in simple integer recourse programming
• Solving stochastic programs with simple recourse
• A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
• Solving stochastic programming problems with recourse including error bounds
• Programming under uncertainty: The complete problem

This page was built for publication: On multiple simple recourse models