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

DOI10.1287/IJOC.2020.1044OpenAlexW3185325703MaRDI QIDQ5084656FDOQ5084656

Authors 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)

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Cites work

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• Introduction to stochastic programming.
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• Scheduling space-sharing for internet advertising
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Cited in

(1)

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

Describes a project that uses

Uses Software

• RanGen

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