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Risk Aversion in Two-Stage Stochastic Integer Programming
2010Some recent developments in the area of risk aversion in stochastic integer programming are surveyed. After a discussion of modeling guidelines and resulting mean–risk stochastic integer programs emphasis is placed on structural properties of these optimization problems and on algorithms for their solution. Bibliographical notes conclude the Chapter.
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Solving two-stage stochastic integer programs via representation learning
Neural NetworksSolving stochastic integer programs (SIPs) is extremely intractable due to the high computational complexity. To solve two-stage SIPs efficiently, we propose a conditional variational autoencoder (CVAE) for scenario representation learning. A graph convolutional network (GCN) based VAE embeds scenarios into a low-dimensional latent space, conditioned ...
Yaoxin Wu +3 more
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Stochastic decomposition for risk-averse two-stage stochastic linear programs
Journal of Global OptimizationzbMATH Open Web Interface contents unavailable due to conflicting licenses.
Prasad Parab +2 more
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Stability in two-stage multiobjective stochastic programming
Nonlinear Analysis: Theory, Methods & Applications, 2001openaire +1 more source
AN INEXACT TWO-STAGE STOCHASTIC PROGRAMMING MODEL FOR WATER RESOURCES MANAGEMENT UNDER UNCERTAINTY
Civil Engineering and Environmental Systems, 2000Guohe Huang
exaly
Risk-averse two-stage stochastic programming with an application to disaster management
Computers and Operations Research, 2012Nilay Noyan
exaly