Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems

DOI10.1007/s10287-010-0125-4zbMath1225.91032MaRDI QIDQ645501

David L. Woodruff, Jean-Paul Watson

Publication date: 15 November 2011

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-010-0125-4

Mathematics Subject Classification ID

90C11: Mixed integer programming

90C15: Stochastic programming

91B32: Resource and cost allocation (including fair division, apportionment, etc.)

Uses Software

• AMPL