Stochastic decomposition and extensions

DOI10.1007/978-1-4419-1642-6_4MaRDI QIDQ3001270zbMATH OpenOpenAlexFDO

Authors Suvrajeet Sen, Kai Huang, Zhihong Zhou

Publication date 31 May 2011

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4419-1642-6_4

zbMATH Keywords

algorithmic considerationsconvergence theory

Mathematics Subject Classification ID

Stochastic programming (90C15)

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(4)

• Enhancements of two-stage stochastic decomposition
• STG decomposition strategies in combination with unfolding
• Stochastic dynamics and Edmonds' algorithm
• Probabilistic equidimensional decomposition

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