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

DOI10.3934/NACO.2012.2.713MaRDI QIDQ1940955zbMATH OpenOpenAlexFDO

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

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)

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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

Describes a project that uses

Uses Software

• ddsip
• DDSIP
• CPLEX

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