State-Variable Modeling for a Class of Two-Stage Stochastic Optimization Problems

DOI10.1287/IJOC.2020.1044OpenAlexW3185325703MaRDI QIDQ5084656FDOQ5084656

Hossein Hashemi Doulabi, S. Ahmed, G. L. Nemhauser

Publication date: 28 June 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2020.1044

zbMATH Keywords

stochastic programmingtwo-stage stochastic optimizationstate-variable modeling

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

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Cited In (1)

• Stochastic weekly operating room planning with an exponential number of scenarios

Uses Software

• RanGen

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