Accelerated sample average approximation method for two-stage stochastic programming with binary first-stage variables
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Publication:2284466
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Cited in
(10)- An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- Optimal insurance contract specification in the upstream sector of the oil and gas industry
- Multi-modal cargo logistics distribution problem: decomposition of the stochastic risk-averse models
- Product-line planning under uncertainty
- Accelerating Benders stochastic decomposition for the optimization under uncertainty of the petroleum product supply chain
- Supply–demand hub in industrial clusters: a stochastic approach
- General feasibility bounds for sample average approximation via Vapnik-Chervonenkis dimension
- Joint location and pricing for recycling service planning
- Capacitated facility location problem under uncertainty with service level constraints
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