A node formulation for multistage stochastic programs with endogenous uncertainty

DOI10.1007/S10287-021-00390-ZMaRDI QIDQ2051168zbMATH OpenOpenAlexFDO

Authors Giovanni Pantuso

Publication date 24 November 2021

Published in Computational Management Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.07131

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cites work

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• Heuristics for multi-stage interdiction of stochastic networks
• scientific article; zbMATH DE number 663895 (Why is no real title available?)
• Introduction to Stochastic Programming
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• Modeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programming
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• Multi-stage stochastic optimization applied to energy planning
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• Planning for end-user substitution in agribusiness
• Pre-disaster investment decisions for strengthening a highway network
• Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty
• Stochastic dual dynamic integer programming

Cited in

(2)

• A Node Formulation for Multistage Stochastic Programs with Endogenous Uncertainty
• Solution of stochastic facility location problems with combinatorially many decision-dependent distributions

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