Stochastic integer programming: general models and algorithms
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- A general algorithm for solving two-stage stochastic mixed 0-1 first-stage problems
- Pre-disaster investment decisions for strengthening a highway network
- Integer set reduction for stochastic mixed-integer programming
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- BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
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- Two-stage quadratic integer programs with stochastic right-hand sides
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
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- An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
- Two-stage stochastic mixed-integer programs: algorithms and insights
- A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach
- Underground mine scheduling under uncertainty
- A stochastic programming approach to cash management in banking
- Stochastic and semidefinite optimization for scheduling in orthogonal frequency division multiple access networks
- Stochastic last mile relief network design with resource reallocation
- Solving planning and design problems in the process industry using mixed integer and global optimization
- Component rationing for available-to-promise scheduling in configure-to-order systems
- scientific article; zbMATH DE number 4089326 (Why is no real title available?)
- A survey on metaheuristics for stochastic combinatorial optimization
- Monotonic bounds in multistage mixed-integer stochastic programming
- Totally unimodular stochastic programs
- Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
- On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
- Convex approximations for complete integer recourse models
- A two-stage stochastic programming approach for project planning with uncertain activity durations
- BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems
- On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty
- An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects
- The stochastic generalised assignment problem with Bernoulli demands
- Fast approximation methods for online scheduling of outpatient procedure centers
- Optimal post-stratification for the study of the sustainability: an application to the monitoring of diversity in Sierra de Guerrero
- Quantitative stability of mixed-integer two-stage quadratic stochastic programs
- Convex approximations for a class of mixed-integer recourse models
- Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
- Towards distributed two-stage stochastic optimization
- SICOpt: Solution approach for nonlinear integer stochastic programming problems
- A new interior-point approach for large separable convex quadratic two-stage stochastic problems
- Tractable algorithms for chance-constrained combinatorial problems
- Quantitative stability of fully random mixed-integer two-stage stochastic programs
- Solving chance-constrained combinatorial problems to optimality
- An ALM model for pension funds using integrated chance constraints
- A heuristic procedure for stochastic integer programs with complete recourse
- Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach
- Structuring bilateral energy contract portfolios in competitive markets
- A two-echelon stochastic facility location model for humanitarian relief logistics
- Simple integer recourse models: convexity and convex approximations
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- Disjunctive decomposition for two-stage stochastic mixed-binary programs with generalized upper bound constraints
- Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter
- Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector
- Fenchel decomposition for stochastic mixed-integer programming
- Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program
- Optimal capacity allocation in multi-auction electricity markets under uncertainty
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