Generalized adaptive partition-based method for two-stage stochastic linear programs: Geometric oracle and analysis

Adaptive Partition-based Methods (APM) are numerical methods that solve, in particular, two-stage stochastic linear problems (2SLP). We say that a partition of the uncertainty space is adapted to the current first stage control xˇ if we can aggregate scenarios while conserving the true value of the...

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Vydané v:	Operations research letters Ročník 50; číslo 5; s. 452 - 457
Hlavní autori:	Forcier, Maël, Leclère, Vincent
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 01.09.2022
Predmet:	Adaptive partition methods Exact method Stochastic linear programming Stochastic linear programming Adaptive partition methods Exact method
ISSN:	0167-6377, 1872-7468
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