Scenarios and Policy Aggregation in Optimization Under Uncertainty

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scientific article; zbMATH DE number 773966
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Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization
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A two-stage stochastic location-routing problem for electric vehicles fast charging
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Analysis of models for the stochastic outpatient procedure scheduling problem
Analysis of stochastic problem decomposition algorithms in computational grids
PySP: modeling and solving stochastic programs in Python
Re-solving stochastic programming models for airline revenue management
On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
Integrated Stochastic Optimal Self-Scheduling for Two-Settlement Electricity Markets
Randomized progressive hedging methods for multi-stage stochastic programming
Optimization of covered calls under uncertainty
Minimizing value-at-risk in single-machine scheduling
Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
Combining progressive hedging with a Frank-Wolfe method to compute Lagrangian dual bounds in stochastic mixed-integer programming
Algorithms for the solution of stochastic dynamic minimax problems
Model uncertainty and scenario aggregation
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Managing congestion in a multi-modal transportation network under biomass supply uncertainty
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A stabilised scenario decomposition algorithm applied to stochastic unit commitment problems
Stochastic approximation methods for the two-stage stochastic linear complementarity problem
A hybrid path-relinking method for solving two-stage stochastic integer problems
Dynamic reverse supply chain network design under uncertainty: mathematical modeling and solution algorithm
Simple dynamic location problem with uncertainty: a primal-dual heuristic approach
Decomposition algorithm for large-scale two-stage unit-commitment
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Comments on: ``A comparative study of time aggregation techniques in relation to power capacity-expansion modeling
Progressive hedging-based metaheuristics for stochastic network design
Risk management for forestry planning under uncertainty in demand and prices
A game-theoretic control approach for job shops in the presence of disruptions
A progressive hedging method for the optimization of social engagement and opportunistic IoT problems
A selective linearization method for multiblock convex optimization
A multivariate adaptive regression splines cutting plane approach for solving a two-stage stochastic programming fleet assignment model
Multicomponent Maintenance Optimization: A Stochastic Programming Approach
Optimal mitigation and control over power system dynamics for stochastic grid resilience
Enhanced-interval linear programming
A general algorithm for solving two-stage stochastic mixed \(0-1\) first-stage problems
Optimum beam design via stochastic programming
A randomized progressive hedging algorithm for stochastic variational inequality
Multistage stochastic demand-side management for price-making major consumers of electricity in a co-optimized energy and reserve market
A two-stage stochastic variational inequality model for storage and dynamic distribution of medical supplies in epidemic management
Solving multistage stochastic network programs on massively prallel computers
Multi-period stochastic portfolio optimization: block-separable decomposition
Short-term manpower planning for MRT carriage maintenance under mixed deterministic and stochastic demands
A multicriteria optimization model for sustainable forest management under climate change uncertainty: an application in Portugal
Solving stochastic transportation network protection problems using the progressive hedging-based method
Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
Multistage stochastic programming: Error analysis for the convex case
Comparing an expected value with a multistage stochastic optimization approach for the case of wine grape harvesting operations with quality degradation
Routing problem for unmanned aerial vehicle patrolling missions -- a progressive hedging algorithm
Two-stage stochastic variational inequalities: an ERM-solution procedure
Solving stochastic programming problems with risk measures by progressive hedging
Modelling and analysis of multistage stochastic programming problems: A software environment
Scenario analysis via bundle decomposition
Grey integer programming: an application to waste management planning under uncertainty
Epigraphical nesting: A unifying theory for the convergence of algorithms
Mixing stochastic dynamic programming and scenario aggregation
New solution approaches for the capacitated supplier selection problem with total quantity discount and activation costs under demand uncertainty
BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
Convergence of discrete approximation for differential linear stochastic complementarity systems
Stochastic variational inequalities: single-stage to multistage
A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs
Structural properties of the progressive hedging algorithm
Dual decomposition in stochastic integer programming
Robust solutions of uncertain linear programs
Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
Statistical performance of subgradient step-size update rules in Lagrangian relaxations of chance-constrained optimization models
An XML-based schema for stochastic programs
Stochastic set packing problem
A preconditioning technique for Schur complement systems arising in stochastic optimization
Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems
Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design
Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
A risk function for the stochastic modeling of electric capacity expansion
Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization
On efficient matheuristic algorithms for multi-period stochastic facility location-assignment problems
Stochastic decomposition applied to large-scale hydro valleys management
Stochastic Lipschitz dynamic programming
Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming
Complexity of stochastic dual dynamic programming
Consensus-based Dantzig-Wolfe decomposition
Two-stage quadratic games under uncertainty and their solution by progressive hedging algorithms

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