Two-stage stochastic programs: integer variables, dominance relations and PDE constraints

DOI10.3934/NACO.2012.2.713zbMATH Open1295.90032OpenAlexW2313224943MaRDI QIDQ1940955FDOQ1940955

Authors: Rüdiger Schultz 

Publication date: 11 March 2013

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2012.2.713

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zbMATH Keywords

stochastic dominancePDE constrained optimizationstochastic integer programmingmixed-integer optimization

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic programming (90C15) Mixed integer programming (90C11)

Cited In (4)

• Two-stage optimization problems with multivariate stochastic order constraints
• Two‐stage stochastic integer programming: a survey
• On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
• Two-stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes

Uses Software

• CPLEX
• DDSIP
• ddsip

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