Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
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Publication:1989720
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Cites work
- A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
- A finite branch-and-bound algorithm for two-stage stochastic integer programs
- Algorithms for stochastic mixed-integer programming models
- Applications of Stochastic Programming
- Assessing the quality of convex approximations for two-stage totally unimodular integer recourse models
- Convex approximations for complete integer recourse models
- Convex approximations for totally unimodular integer recourse models: a uniform error bound
- Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs
- Dual decomposition in stochastic integer programming
- Fenchel decomposition for stochastic mixed-integer programming
- Finitely convergent decomposition algorithms for two-stage stochastic pure integer programs
- scientific article; zbMATH DE number 4108494 (Why is no real title available?)
- Introduction to Stochastic Programming
- Lectures on Stochastic Programming
- Simple integer recourse models: convexity and convex approximations
- Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
- Stochastic programming with integer variables
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
- Total variation bounds on the expectation of periodic functions with applications to recourse approximations
Cited in
(6)- Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector
- Total variation bounds on the expectation of periodic functions with applications to recourse approximations
- Convex approximations for totally unimodular integer recourse models: a uniform error bound
- Pseudo-valid cutting planes for two-stage mixed-integer stochastic programs with right-hand-side uncertainty
- Convex approximations of two-stage risk-averse mixed-integer recourse models
- Vitali variation error bounds for expected value functions
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