Results 231 to 240 of about 251,693 (300)
Some of the next articles are maybe not open access.
Two-Stage Stochastic Variational Inequality Arising from Stochastic Programming
Journal of Optimization Theory and Applications, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Min Li, Chao Zhang
openaire +2 more sources
Stability in Two-Stage Stochastic Programming
SIAM Journal on Control and Optimization, 1987We analyze the effect of changes in problem functions and/or distributions in certain two-stage stochastic programming problems with recourse. Under reasonable assumptions the locally optimal value of the perturbed problem will be continuous and the corresponding set of local optimizers will be upper semicontinuous with respect to the parameters ...
Robinson, Stephen M., Wets, Roger J.-B.
openaire +2 more sources
Convergence Properties of Two-Stage Stochastic Programming
Journal of Optimization Theory and Applications, 2000The aim of the authors is to investigate a convergence rate of empirical estimates in the case of stochastic programming problems with mathematical expectation in the objective function and a ``deterministic'' constraint set. Of course, two-stage stochastic programming problems belong to this type of the problems. First, they recall a (rather complete)
Dai, L., Chen, C. H., Birge, J. R.
openaire +2 more sources
Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming
SIAM Journal on Optimization, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Junyi Liu, Suvrajeet Sen
openaire +1 more source
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 ...
Gose, Alexander H., Denton, Brian T.
openaire +1 more source
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
openaire +2 more sources
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
openaire +1 more source
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
openaire +1 more source
Programmed Control of Two-Stage Stochastic Production Systems
Automation and Remote Control, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Two-stage stochastic framework for energy hubs planning considering demand response programs
, 2020The integrated use of electricity and natural gas has captured great attention over recent years, mainly due to the high efficiency and economic considerations.
S. Mansouri +3 more
semanticscholar +1 more source