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Two-Stage Stochastic Programming Problems
1995In this chapter we consider stochastic programming problems where decisions are made in two stages and the observation of a (vector valued) random variable takes place in between. Such problems are called two-stage stochastic programming problems or stochastic programming with recourse.
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A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
Computational Optimization and Applications, 1994zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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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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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Stability in two-stage multiobjective stochastic programming
Nonlinear Analysis: Theory, Methods & Applications, 2001openaire +1 more source
Two-Stage Stochastic Programs with Recourse
Louveaux, François, Birge, Johnopenaire +3 more sources
AN INEXACT TWO-STAGE STOCHASTIC PROGRAMMING MODEL FOR WATER RESOURCES MANAGEMENT UNDER UNCERTAINTY
Civil Engineering and Environmental Systems, 2000Guohe Huang, D P Loucks
exaly
Two-Stage Stochastic Programs with Recourse
2001Francois Louveaux, John R. Birge
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Risk-averse two-stage stochastic programming with an application to disaster management
Computers and Operations Research, 2012Nilay Noyan
exaly