Computational complexity of stochastic programming problems

DOI10.1007/s10107-005-0597-0zbMath1134.90027OpenAlexW2116509768WikidataQ56323877 ScholiaQ56323877MaRDI QIDQ2492669

Publication date: 14 June 2006

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-005-0597-0

Mathematics Subject Classification ID

Abstract computational complexity for mathematical programming problems (90C60) Stochastic programming (90C15)

Related Items

An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information, A comment on ``Computational complexity of stochastic programming problems, Two-stage stochastic max-weight independent set problems, Piecewise static policies for two-stage adjustable robust linear optimization, On the approximability of adjustable robust convex optimization under uncertainty, Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs, Submodular reassignment problem for reallocating agents to tasks with synergy effects, Augmented simulation methods for discrete stochastic optimization with recourse, Problem-driven scenario clustering in stochastic optimization, Confidence-based reasoning in stochastic constraint programming, Discrete Optimal Transport with Independent Marginals is #P-Hard, Compromise policy for multi-stage stochastic linear programming: variance and bias reduction, A multi-stage stochastic programming approach in master production scheduling, Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules, Approximation Algorithms for Stochastic and Risk-Averse Optimization, Exact Quantization of Multistage Stochastic Linear Problems, Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs, Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition, Binary decision rules for multistage adaptive mixed-integer optimization, Step decision rules for multistage stochastic programming: a heuristic approach, Convex approximations for a class of mixed-integer recourse models, Primal and dual linear decision rules in stochastic and robust optimization, The Distributionally Robust Chance-Constrained Vehicle Routing Problem, Computation of Exact Bootstrap Confidence Intervals: Complexity and Deterministic Algorithms, A structured view on weighted counting with relations to counting, quantum computation and applications, Approximability of the two-stage stochastic knapsack problem with discretely distributed weights, Two‐stage stochastic integer programming: a survey, On the information-based complexity of stochastic programming, On the computational complexity of the probabilistic traveling salesman problem with deadlines, Generalized decision rule approximations for stochastic programming via liftings, A survey of adjustable robust optimization, Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming, Stochastic joint homecare service and capacity planning with nested decomposition approaches, Maximizing the expected net present value in a project with uncertain cash flows, Decision rule approximations for the risk averse reservoir management problem, On greedy approximation algorithms for a class of two-stage stochastic assignment problems, A stochastic program with time series and affine decision rules for the reservoir management problem, Quality evaluation of scenario-tree generation methods for solving stochastic programming problems, Stochastic programming approach to optimization under uncertainty, On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems, A survey on metaheuristics for stochastic combinatorial optimization, On solving two-stage distributionally robust disjunctive programs with a general ambiguity set, Robust and stochastic formulations for ambulance deployment and dispatch, Two-stage distributionally robust mixed-integer optimization model for three-level location-allocation problems under uncertain environment, Modeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programming, The submodularity of two-stage stochastic maximum-weight independent set problems, On sample average approximation for two-stage stochastic programs without relatively complete recourse, A Unified Framework for Multistage Mixed Integer Linear Optimization, Two-stage linear decision rules for multi-stage stochastic programming

Cites Work