State-Variable Modeling for a Class of Two-Stage Stochastic Optimization Problems

DOI10.1287/IJOC.2020.1044OpenAlexW3185325703MaRDI QIDQ5084656

Hossein Hashemi Doulabi, Shabbir Ahmed, Nemhauser, George I.

Publication date: 28 June 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2020.1044

zbMATH Keywords

stochastic programmingtwo-stage stochastic optimizationstate-variable modeling

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (1)

Stochastic weekly operating room planning with an exponential number of scenarios

Uses Software

• RanGen

Cites Work

• Unnamed Item
• A 13/12 approximation algorithm for bin packing with extendable bins
• Scheduling modular projects on a bottleneck resource
• The integer \(L\)-shaped method for stochastic integer programs with complete recourse
• Facility location and supply chain management. A review
• Scheduling space-sharing for internet advertising
• BBPH: using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs
• Computation of weighted sums of rewards for concurrent MDPs
• Integration of progressive hedging and dual decomposition in stochastic integer programs
• Rangen: A random network generator for activity-on-the-node networks
• A Constraint-Programming-Based Branch-and-Price-and-Cut Approach for Operating Room Planning and Scheduling
• Improving the Integer L-Shaped Method
• Introduction to Stochastic Programming
• Optimal Allocation of Surgery Blocks to Operating Rooms Under Uncertainty
• A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Stochastic linear programs with simple recourse: The equivalent deterministic convex program for the normal, exponential, and erlang cases
• An Application of Bin-Packing to Multiprocessor Scheduling
• Probabilistic Partial Set Covering with an Oracle for Chance Constraints
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

This page was built for publication: State-Variable Modeling for a Class of Two-Stage Stochastic Optimization Problems