An arc-exchange decomposition method for multistage dynamic networks with random arc capacities
From MaRDI portal
Publication:296965
DOI10.1016/j.ejor.2013.09.048zbMath1339.90255OpenAlexW1999410188MaRDI QIDQ296965
F. Blanchet-Sadri, M. Dambrine
Publication date: 24 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2013.09.048
stochastic programmingtransportationdecomposition methoddynamic programmingapproximate dynamic programmingmultistage networks with random arc capacities
Stochastic programming (90C15) Stochastic network models in operations research (90B15) Dynamic programming (90C39)
Related Items
Facets of the Stochastic Network Flow Problem, Monge Properties, Optimal Greedy Policies, and Policy Improvement for the Dynamic Stochastic Transportation Problem
Cites Work
- A multicut algorithm for two-stage stochastic linear programs
- Sublinear upper bounds for stochastic programs with recourse
- The use of discrete moment bounds in probabilistic constrained stochastic programming models
- The sample average approximation method applied to stochastic routing problems: a computational study
- An upper bound on the expected value of a non-increasing convex function with convex marginal return functions
- A successive convex approximation method for multistage workforce capacity planning problem with turnover
- A primal-dual decomposition algorithm for multistage stochastic convex programming
- Linear Programming under Uncertainty
- A Two-Stage Stochastic Network Model and Solution Methods for the Dynamic Empty Container Allocation Problem
- SMART: A Stochastic Multiscale Model for the Analysis of Energy Resources, Technology, and Policy
- Modeling with Stochastic Programming
- Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
- An Integer L-Shaped Algorithm for the Capacitated Vehicle Routing Problem with Stochastic Demands
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
- A piecewise linear upper bound on the network recourse function
- Solving stochastic programs with network recourse
- A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Tight Bounds for Stochastic Convex Programs
- Restricted Recourse Strategies for Dynamic Networks with Random Arc Capacities
- Stochastic programs over trees with random arc capacities
- Conditional Stochastic Decomposition: An Algorithmic Interface for Optimization and Simulation
- Bounds for Two-Stage Stochastic Programs with Fixed Recourse
- A network recourse decomposition method for dynamic networks with random arc capacities
- An Algorithm for Multistage Dynamic Networks with Random Arc Capacities, with an Application to Dynamic Fleet Management
- Introduction to Stochastic Programming
- An Adaptive Dynamic Programming Algorithm for Dynamic Fleet Management, I: Single Period Travel Times
- A Dynamic Network Flow Problem with Uncertain arc Capacities: Formulation and Problem Structure
- A Successive Linear Approximation Procedure for Stochastic, Dynamic Vehicle Allocation Problems
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- Scenario generation and stochastic programming models for asset liability management
