The Value of Information and Stochastic Programming

From MaRDI portal
Publication:5605028

DOI10.1287/opre.18.5.947zbMath0205.22603OpenAlexW2086159275MaRDI QIDQ5605028

Alton C. Williams, Mordecai Avriel

Publication date: 1970

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.18.5.947



Related Items

On information-augmented chance-constrained programs, The value of the stochastic solution in stochastic linear programs with fixed recourse, Tactical berth allocation under uncertainty, Sensitivity analysis: a review of recent advances, A stochastic programming model for multi-product oriented multi-channel component replenishment, SLP-IOR: An interactive model management system for stochastic linear programs, Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs, On the cutting stock problem under stochastic demand, On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs, Asymptotically Optimal Appointment Schedules, Inequalities in completely convex stochastic programming, Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I), A nested benders decomposition-based algorithm to solve the three-stage stochastic optimisation problem modeling population-based breast cancer screening, Characterization theorems for stochastic programs, Optimization of costly measurements in stochastic decision processes, The value of side information in network flow optimization, Bounds on the value of information in uncertain decision problems, Bounds in multistage linear stochastic programming, Risk Averse Shortest Paths: A Computational Study, Sustainable vegetable crop supply problem with perishable stocks, A perfect information lower bound for robust lot-sizing problems, A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs, Bounds on the value of information in uncertain decision problems II, Probabilistic sensitivity measures as information value, Monotonic bounds in multistage mixed-integer stochastic programming, An improved stochastic programming model for supply chain planning of MRO spare parts, The interface between OR/MS and decision theory