A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty

DOI10.1016/J.COR.2024.106665MaRDI QIDQ6568482FDOQ6568482

Asgeir Tomasgard, Nicolò Mazzi, Rodrigo Garcia Nava, K. I. M. McKinnon, Hongyu Zhang

Publication date: 8 July 2024

Published in: Computers \& Operations Research (Search for Journal in Brave)

zbMATH Keywords

multi-stage stochastic programminglevel methodlarge scale optimisationmulti-horizon stochastic programmingstabilised Benders decomposition with adaptive oracles

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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