Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program

From MaRDI portal
Publication:4071011


DOI10.1137/1016053zbMath0311.90056WikidataQ92955009 ScholiaQ92955009MaRDI QIDQ4071011

Roger J.-B. Wets

Publication date: 1974

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1016053


90C25: Convex programming

90C15: Stochastic programming


Related Items

Unnamed Item, Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account, A stochastic programming process model for investment planning, Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs, A two-stage stochastic programming model for transportation network protection, Solving stochastic transportation network protection problems using the progressive hedging-based method, A comparative study of decomposition algorithms for stochastic combinatorial optimization, Sublinear upper bounds for stochastic programs with recourse, Distribution sensitivity in stochastic programming, An exact penalty algorithm for recourse-constrained stochastic linear programs, Measures as Lagrange multipliers in multistage stochastic programming, On a stochastic program with simple recourse, Dynamic models for fixed-income portfolio management under uncertainty, Stochastic linear programs with restricted recourse, The augmented system variant of IPMs in two-stage stochastic linear programming computation, Accelerating the regularized decomposition method for two stage stochastic linear problems, A simulation-based approach to two-stage stochastic programming with recourse, Computational assessment of distributed decomposition methods for stochastic linear programs, Monte Carlo bounding techniques for determinig solution quality in stochastic programs, Robustness in stochastic programming models, Data parallel computing for network-structured optimization problems, Quantitative stability in stochastic programming, Finite master programs in regularized stochastic decomposition, Cut sharing for multistage stochastic linear programs with interstage dependency, Strong convexity in stochastic programs with complete recourse, On structure and stability in stochastic programs with random technology matrix and complete integer recourse, Asset/liability management under uncertainty for fixed-income securities, A robustness approach to international sourcing, Stochastic programming models for air quality management, Deviation measures in linear two-stage stochastic programming, A parallelizable dynamic fleet management model with random travel times, Build-pack planning for hard disk drive assembly with approved vendor matrices and stochastic demands, Solving two-stage stochastic programming problems with level decomposition, The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification, Stochastic programs with recourse: An upper bound and the related moment problem, A gradient search and column generation approach for the build–pack planning problem with approved vendor matrices and stochastic demand, Epi‐consistency of convex stochastic programs, Unnamed Item, Distribution sensitivity analysis for stochastic programs with complete recourse, Two stage linear programming under uncertainty with 0–1 integer first stage variables, A solution procedure for the two-stage stochastic program with simple recourse, The value of the stochastic solution in stochastic linear programs with fixed recourse, Distribution functions in stochastic programs with recourse: A parametric analysis, Stochastic programming in production planning: a case with none-simple recourse, Piecewise convex programs