Results 241 to 250 of about 22,233,048 (267)

Two-Stage Stochastic Programming Problems

1995
In 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, 1994
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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 K. Pagnoncelli   +2 more
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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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Risk objectives in two-stage stochastic programming models

Kybernetika, 2008
Summary: In applications of stochastic programming, optimization of the expected outcome need not be an acceptable goal. This has been the reason for recent proposals aiming at construction and optimization of more complicated nonlinear risk objectives. We will survey various approaches to risk quantification and optimization mainly in the framework of
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Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs

SIAM Journal on Optimization, 2021
Yongjia Song, Raghu Pasupathy
exaly  

Stability in two-stage multiobjective stochastic programming

Nonlinear Analysis: Theory, Methods & Applications, 2001
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Benders Cut Classification via Support Vector Machines for Solving Two-Stage Stochastic Programs

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

Two-Stage Stochastic Programs with Recourse

Louveaux, François, Birge, John
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Two-Stage Stochastic Programs with Recourse

2001
Francois Louveaux, John R. Birge
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