From scenarios to conditional scenarios in two‐stage stochastic MILP problems

DOI10.1111/itor.12851OpenAlexW3045680795MaRDI QIDQ6070114

Cesar Beltran-Royo

Publication date: 20 November 2023

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/itor.12851

zbMATH Keywords

stochastic programmingportfolio optimizationscenarioconditional scenarioMILP problem

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (1)

Conditional scenario-based model predictive control

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