The Value of Information and Stochastic Programming
From MaRDI portal
Recommendations
Cited in
(48)- On information-augmented chance-constrained programs
- Inequalities in completely convex stochastic programming
- The interface between OR/MS and decision theory
- Gains and costs of information in stochastic programming
- SLP-IOR: An interactive model management system for stochastic linear programs
- A perfect information lower bound for robust lot-sizing problems
- Monotonic bounds in multistage mixed-integer stochastic programming
- The information value and the uncertainties in two-stage uncertain programming with recourse
- 'Value' of additional information in multicriterion analysis under uncertainty
- Models for planning capacity expansion of convenience stores under uncertain demand and the value of information
- Probabilistic sensitivity measures as information value
- An improved stochastic programming model for supply chain planning of MRO spare parts
- Minimax and the value of information
- Shadow price of information in discrete time stochastic optimization
- Sequential importance sampling algorithms for dynamic stochastic programming
- Bounds on the value of information in uncertain decision problems II
- scientific article; zbMATH DE number 433031 (Why is no real title available?)
- Tactical berth allocation under uncertainty
- Sensitivity analysis: a review of recent advances
- Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs
- A stochastic programming model for multi-product oriented multi-channel component replenishment
- Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models
- On stochastic programming ii: dynamic problems under risk∗
- Hierarchical Planning of Project-Selection Problems with Information Purchasing
- The value of the stochastic solution in stochastic linear programs with fixed recourse
- Bounds on the value of information in uncertain decision problems
- Sharp Bounds on the Value of Perfect Information
- scientific article; zbMATH DE number 584483 (Why is no real title available?)
- scientific article; zbMATH DE number 2050790 (Why is no real title available?)
- The value of side information in network flow optimization
- Bounds in multistage linear stochastic programming
- Sustainable vegetable crop supply problem with perishable stocks
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs
- Information collection for linear programs with uncertain objective coefficients
- On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs
- Asymptotically optimal appointment schedules
- Risk averse shortest paths: a computational study
- Computing the value of information of quadratic decision problems and its non-negativity conditions
- The value of perfect information as a risk measure
- Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
- Characterization theorems for stochastic programs
- Optimization of costly measurements in stochastic decision processes
- On the cutting stock problem under stochastic demand
- A nested benders decomposition-based algorithm to solve the three-stage stochastic optimisation problem modeling population-based breast cancer screening
- Optimal transfer prices and technology in decentralized business groups
- Analyzing location models by the maximum possible value of perfect information
- A note on the analysis of the expected value of perfect information with respect to a class of R\&D projects
- On the expected optimal value and the optimal expected value
This page was built for publication: The Value of Information and Stochastic Programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5605028)