Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program

Cited in

(88)

Epi‐consistency of convex stochastic programs
On solving strong multistage nonsymmetric stochastic mixed 0-1 problems
On sample average approximation for two-stage stochastic programs without relatively complete recourse
Probability estimation via policy restrictions, convexification, and approximate sampling
A Recourse Goal Programming Approach for the Portfolio Selection Problem
Build-pack planning for hard disk drive assembly with approved vendor matrices and stochastic demands
The value of the stochastic solution in stochastic linear programs with fixed recourse
Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
Robustness in stochastic programming models
On a stochastic program with simple recourse
Dynamic models for fixed-income portfolio management under uncertainty
A solution procedure for the two-stage stochastic program with simple recourse
Two stage linear programming under uncertainty with 0–1 integer first stage variables
Planning hydroelectric resources with recourse-based multistage interval-stochastic programming
Measures as Lagrange multipliers in multistage stochastic programming
Risk management for forestry planning under uncertainty in demand and prices
Distribution sensitivity analysis for stochastic programs with complete recourse
A gradient search and column generation approach for the build–pack planning problem with approved vendor matrices and stochastic demand
A two-stage stochastic programming model for transportation network protection
General properties of two-stage stochastic programming problems with probabilistic criteria
Solving stochastic transportation network protection problems using the progressive hedging-based method
The augmented system variant of IPMs in two-stage stochastic linear programming computation
Distribution functions in stochastic programs with recourse: A parametric analysis
Stochastic linear programs with restricted recourse
On robustness in nonconvex optimization with application to defense planning
Stochastic quadratic knapsack with recourse
Two-stage quadratic integer programs with stochastic right-hand sides
Cut sharing for multistage stochastic linear programs with interstage dependency
A comparative study of decomposition algorithms for stochastic combinatorial optimization
Medium range optimization of copper extraction planning under uncertainty in future copper prices
Computational assessment of distributed decomposition methods for stochastic linear programs
A stochastic programming process model for investment planning
Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account
Weak lower semi-continuity of the optimal value function and applications to worst-case robust optimal control problems
Optimization and validation of pumping system design and operation for water supply in high-rise buildings
Towards an algorithmic synthesis of thermofluid systems
The stochastic interdiction median problem with disruption intensity levels
scientific article; zbMATH DE number 4029263 (Why is no real title available?)
Finite master programs in regularized stochastic decomposition
Perfectly competitive capacity expansion games with risk-averse participants
An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization
Piecewise convex programs
A simulation-based approach to two-stage stochastic programming with recourse
Monte Carlo bounding techniques for determinig solution quality in stochastic programs
Sublinear upper bounds for stochastic programs with recourse
Stochastic programming models for air quality management
On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
Fix-and-relax-coordination for a multi-period location-allocation problem under uncertainty
Cluster Lagrangean decomposition in multistage stochastic optimization
Benders decomposition: solving binary master problems by enumeration
A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
On air traffic flow management with rerouting. II: Stochastic case
A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management
scientific article; zbMATH DE number 958363 (Why is no real title available?)
Accelerating the regularized decomposition method for two stage stochastic linear problems
Data parallel computing for network-structured optimization problems
A robustness approach to international sourcing
On structure and stability in stochastic programs with random technology matrix and complete integer recourse
Two-stage robust mixed integer programming problem with objective uncertainty
Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition
Stochastic programs with recourse: An upper bound and the related moment problem
Quantitative stability in stochastic programming
Two-stage bond portfolio optimization and its application to Saudi Sukuk Market
A so-called cluster Benders decomposition approach for solving two-stage stochastic linear problems
Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs
A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems
An exact penalty algorithm for recourse-constrained stochastic linear programs
Saddle point approximation approaches for two-stage robust optimization problems
Strong convexity in stochastic programs with complete recourse
Asset/liability management under uncertainty for fixed-income securities
Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation
Structuring bilateral energy contract portfolios in competitive markets
A branch-and-cluster coordination scheme for selecting prison facility sites under uncertainty
A parallelizable dynamic fleet management model with random travel times
Solving two-stage stochastic programming problems with level decomposition
The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
Multiobjective two-level simple recourse programming problems with discrete random variables
Stochastic optimization of trading strategies in sequential electricity markets
Problem-based optimal scenario generation and reduction in stochastic programming
Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
Distribution sensitivity in stochastic programming
Stochastic programming in production planning: a case with none-simple recourse
Multiperiod portfolio investment using stochastic programming with conditional value at risk
Deviation measures in linear two-stage stochastic programming

This page was built for publication: Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4071011)