Testing successive regression approximations by large-scale two-stage problems
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Publication:646635
DOI10.1007/S10479-009-0602-8zbMATH Open1225.90091OpenAlexW2013649225MaRDI QIDQ646635FDOQ646635
Authors: I. Deák 
Publication date: 17 November 2011
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-009-0602-8
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- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- Two-stage stochastic problems with correlated normal variables: computational experiences
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- Solving stochastic programming problems by successive regression approximations -- numerical results
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Cited In (6)
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- Title not available (Why is that?)
- Convex approximations in stochastic programming by semidefinite programming
- Solving stochastic programming problems by successive regression approximations -- numerical results
- Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
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