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A two-stage inexact-stochastic programming model for planning carbon dioxide emission trading under uncertainty [PDF]
Applied Energy, 2010 In this study, a two-stage inexact-stochastic programming (TISP) method is developed for planning carbon dioxide (CO2) emission trading under uncertainty.
Huang, G. H. +5 more
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Sequential Bounding Methods for Two-Stage Stochastic Programs
INFORMS Journal on Computing, 2016In rare situations, stochastic programs can be solved analytically. Otherwise, approximation is necessary to solve stochastic programs with a large or infinite number of scenarios to a desired level of accuracy. This involves statistical sampling or deterministic selection of a finite set of scenarios to obtain a tractable deterministic equivalent ...
Alexander H. Gose, Brian T. Denton
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Programmed Control of Two-Stage Stochastic Production Systems
Automation and Remote Control, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients
INFORMS Journal on Computing, 2021Stochastic decomposition (SD) has been a computationally effective approach to solve large-scale stochastic programming (SP) problems arising in practical applications. By using incremental sampling, this approach is designed to discover an appropriate sample size for a given SP instance, thus precluding the need for either scenario reduction or ...
Harsha Gangammanavar +2 more
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An ADMM algorithm for two-stage stochastic programming problems
Annals of Operations Research, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sebastián Arpón +2 more
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Two Stage Stochastic Linear Programs
1996Over the past several decades, linear programming (LP) has established itself as one of the most fundamental tools for planning. Its applications have become routine in several disciplines including those within engineering, business, economics, environmental studies and many others.
Julia L. Higle, Suvrajeet Sen
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Deviation Measures in Linear Two-Stage Stochastic Programming
Mathematical Methods of Operations Research, 2005zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Improving aggregation bounds for two-stage stochastic programs
Operations Research Letters, 1999zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Charles H. Rosa, Samer Takriti
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Limited recourse in two-stage stochastic linear programs
Journal of Information and Optimization Sciences, 2003In several real-world applications, modelled by two-stage stochastic problems, first and second-stage decisions (or some of their components) represent identical variables of the problem that is modelled. In these cases an appropriate solution of the problem might require that the second-stage decisions do not differ substantially from the ...
P. BERALDI +3 more
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Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity
Operations Research, 2018In this paper, we develop a risk-averse two-stage stochastic program (RTSP) that explicitly incorporates the distributional ambiguity covering both discrete and continuous distributions. We formulate RTSP from the perspective of distributional robustness by hedging against the worst-case distribution within an ambiguity set and considering the ...
Ruiwei Jiang, Yongpei Guan
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