Results 231 to 240 of about 147,804 (264)

Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity

Operations Research, 2018
In 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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Two-Stage Stochastic Programming Models and Algorithms

2017
This chapter discusses the technical and management solution approaches for solving UC problems under uncertainty. There are many recent programs and studies targeted to uncertainty resistance, such as demand response program, energy storage, real-time rescheduling, contingency management, risk measure and control.
Yuping Huang, Panos M. Pardalos, Qipeng P. Zheng   +2 more
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Improving aggregation bounds for two-stage stochastic programs

Operations Research Letters, 1999
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Rosa, Charles H., Takriti, Samer
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Risk Aversion in Two-Stage Stochastic Integer Programming

2010
Some 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 Networks
Solving 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, Zhiguang Cao, Wen Song, Yingqian Zhang   +3 more
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Stochastic decomposition for risk-averse two-stage stochastic linear programs

Journal of Global Optimization
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Prasad Parab, Lewis Ntaimo, Bernardo Pagnoncelli   +2 more
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On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs

INFORMS Journal on Computing, 2022
Rui Chen, James Luedtke
exaly  

Benders Cut Classification via Support Vector Machines for Solving Two-Stage Stochastic Programs

INFORMS Journal on Optimization, 2021
Huiwen Jia, Siqian Shen
exaly  

Stability in two-stage multiobjective stochastic programming

Nonlinear Analysis: Theory, Methods & Applications, 2001
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Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs

SIAM Journal on Optimization, 2014
Simge Kucukyavuz
exaly