Solving stochastic and bilevel mixed-integer programs via a generalized value function (Q5129216)

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Solving stochastic and bilevel mixed-integer programs via a generalized value function

scientific article; zbMATH DE number 7266029

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English	Solving stochastic and bilevel mixed-integer programs via a generalized value function	scientific article; zbMATH DE number 7266029

Statements

instance of

scholarly article

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title

Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function (English)

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26 October 2020

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zbMATH Keywords

stochastic programming

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mixed integer programming

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global branch and bound

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two-stage mixed integer programming

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bilevel programming

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multifollower bilevel programming

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1287/opre.2019.1842

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Identifiers

zbMATH Open document ID

1455.90110

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Mathematics Subject Classification ID

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10.1287/OPRE.2019.1842

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Sitelinks

Mathematics(1 entry)

mardi Solving stochastic and bilevel mixed-integer programs via a generalized value function