Conditional Stochastic Decomposition: An Algorithmic Interface for Optimization and Simulation

DOI10.1287/OPRE.42.2.311MaRDI QIDQ4301296zbMATH OpenOpenAlexWikidataFDO

Authors Julia L. Higle, Wing Lowe, Ronald Odio

Publication date 31 January 1995

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.42.2.311

zbMATH Keywords

optimizationsimulationconditional stochastic decompositionstochastic linear programs with resource

Mathematics Subject Classification ID

Stochastic programming (90C15)

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(5)

• Statistical approximations for recourse constrained stochastic programs
• An arc-exchange decomposition method for multistage dynamic networks with random arc capacities
• Optimizing strategic planning in median systems subject to uncertain disruption and gradual recovery
• Discrete conditional-expectation-based simulation optimization: methodology and applications
• Hierarchical stochastic production planning with delay interaction

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