Solving stochastic programs with network recourse

DOI10.1002/NET.3230160306MaRDI QIDQ3787792zbMATH OpenOpenAlexFDO

Authors Stein W. Wallace

Publication date 1986

Published in Networks (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/net.3230160306

zbMATH Keywords

Schur complementcomputational proceduressecond stage problemstochastic programs with network recourse

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Programming involving graphs or networks (90C35) Stochastic programming (90C15)

Recommendations

• Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks
• Preprocessing in Stochastic Programming: The Case of Capacitated Networks
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Cites work

• scientific article; zbMATH DE number 4079139 (Why is no real title available?)
• scientific article; zbMATH DE number 3791942 (Why is no real title available?)
• A theorem on flows in networks
• Lifting projections of convex polyhedra
• Solving stochastic programs with simple recourse

Cited in

(15)

• Solving multistage stochastic networks: An application of scenario aggregation
• A piecewise linear upper bound on the network recourse function
• Refining bounds for stochastic linear programs with linearly transformed independent random variables
• Bounding the expected time-cost curve for a stochastic PERT network from below
• Solving many linear programs that differ only in the right-hand side
• Solving multistage stochastic network programs on massively prallel computers
• The stochastic location-assignment problem on a tree
• An arc-exchange decomposition method for multistage dynamic networks with random arc capacities
• On the expected value of stochastic linear programs and (dynamic) network flow problems
• Applying the progressive hedging algorithm to stochastic generalized networks
• Siting noxious facilities under uncertainty
• Random equilibrium problems on networks
• Preprocessing in Stochastic Programming: The Case of Capacitated Networks
• Preprocessing in Stochastic Programming: The Case of Uncapacitated Networks
• Reformulation and sampling to solve a stochastic network interdiction problem

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