On multiple simple recourse models
From MaRDI portal
Publication:2433237
Recommendations
- Simple integer recourse models: convexity and convex approximations
- Simplification of recourse models by modification of recourse data
- Solving stochastic programs with simple recourse
- Stochastic programming with simple integer recourse
- Convex approximations for a class of mixed-integer recourse models
Cites work
- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
- An algorithm for the construction of convex hulls in simple integer recourse programming
- Convex approximations for complete integer recourse models
- On the convex hull of the simple integer recourse objective function
- Optimizing electricity distribution using two-stage integer recourse models
- Programming under uncertainty: The complete problem
- SLP-IOR: An interactive model management system for stochastic linear programs
- Solving stochastic programming problems with recourse including error bounds
- Solving stochastic programs with simple recourse
- Stochastic programming in water management: A case study and a comparison of solution techniques
- Stochastic programming with simple integer recourse
Cited in
(5)- Simple integer recourse models: convexity and convex approximations
- Some insights into the solution algorithms for SLP problems
- A MEAN–VARIANCE BOUND FOR A THREE-PIECE LINEAR FUNCTION
- Simplification of recourse models by modification of recourse data
- Integrated chance constraints: reduced forms and an algorithm
This page was built for publication: On multiple simple recourse models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2433237)
