Limited recourse in two-stage stochastic linear programs

DOI10.1080/02522667.2003.10699577MaRDI QIDQ4469157zbMATH OpenOpenAlexFDO

Authors Chefi Triki, Patrizia Beraldi, Stavros A. Zenios

Publication date 14 June 2004

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.2003.10699577

Mathematics Subject Classification ID

Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Stochastic programming (90C15)

Cites work

• A scalable parallel interior point algorithm for stochastic linear programming and robust optimization
• Challenges in stochastic programming
• Efficient solution of two-stage stochastic linear programs using interior point methods
• scientific article; zbMATH DE number 1382772 (Why is no real title available?)
• Introduction to Stochastic Programming
• Linear programming under uncertainty
• Parallel Factorization of Structured Matrices Arising in Stochastic Programming
• Robust Optimization for Power Systems Capacity Expansion under Uncertainty
• Robust Optimization of Large-Scale Systems
• Solving stochastic linear programs with restricted recourse using interior point methods
• Stability and sensitivity-analysis for stochastic programming
• Stability in Two-Stage Stochastic Programming
• Stochastic linear programs with restricted recourse

Cited in

(1)

• Dynamic pricing of electricity in retail markets

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