Step decision rules for multistage stochastic programming: a heuristic approach

DOI10.1016/J.AUTOMATICA.2008.02.001zbMath1283.90027OpenAlexW2116171753MaRDI QIDQ2440766

J. Thénié, Jean-Philippe Vial

Publication date: 19 March 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:5743

zbMATH Keywords

multistage stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (11)

Particle methods for stochastic optimal control problems ⋮ An effective heuristic for multistage linear programming with a stochastic right-hand side ⋮ Unnamed Item ⋮ Constructing branching trees of geostatistical simulations ⋮ Confidence level solutions for stochastic programming ⋮ An inventory-theory-based inexact multistage stochastic programming model for water resources management ⋮ Galerkin methods in dynamic stochastic programming ⋮ Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling ⋮ A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging ⋮ Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies ⋮ Dynamic systems based on preference graph and distance

Uses Software

• DET2STO
• AdaBoost.MH

Cites Work

• Unnamed Item
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