Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and~gradual uncertainty resolution
DOI10.1007/S10479-011-0855-XzbMATH Open1269.90073OpenAlexW2067867177MaRDI QIDQ2393472FDOQ2393472
Bora Tarhan, Vikas Goel, Ignacio E. Grossmann
Publication date: 8 August 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-011-0855-x
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Decision theory (91B06) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)
Cites Work
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- A class of stochastic programs with decision dependent random elements
- Stochastic programming with integer variables
- A class of stochastic programs with decision dependent uncertainty
- Heuristics for multi-stage interdiction of stochastic networks
- On-Line Optimization of Simulated Markovian Processes
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Cited In (14)
- Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty
- Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming
- Robust alternative fuel refueling station location problem with routing under decision-dependent flow uncertainty
- Optimization methods for petroleum fields development and production systems: a review
- Multistage stochastic programming approach for joint optimization of job scheduling and material ordering under endogenous uncertainties
- Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
- Distributionally robust optimization with decision dependent ambiguity sets
- From scenarios to conditional scenarios in two‐stage stochastic MILP problems
- Efficient constraint reduction in multistage stochastic programming problems with endogenous uncertainty
- Offshore oilfield development planning under uncertainty and fiscal considerations
- A node formulation for multistage stochastic programs with endogenous uncertainty
- Informed production optimization in hydrocarbon reservoirs
- A graph theoretic approach to non-anticipativity constraint generation in multistage stochastic programs with incomplete scenario sets
- A Lagrangian relaxation approach for stochastic network capacity expansion with budget constraints
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