Two-stage stochastic mixed-integer linear programming: The conditional scenario approach

In this paper we consider the two-stage stochastic mixed-integer linear programming problem with recourse, which we call the RP problem. A common way to approximate the RP problem, which is usually formulated in terms of scenarios, is to formulate the so-called Expected Value (EV) problem, which onl...

Celý popis

Podrobná bibliografie

Vydáno v:	Omega (Oxford) Ročník 70; s. 31 - 42
Hlavní autor:	Beltran-Royo, C.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier Ltd 01.07.2017
Témata:	Conditional expectation Conditional Scenario Scenario Stochastic mixed-integer linear programming Conditional expectation Stochastic mixed-integer linear programming Conditional Scenario Scenario
ISSN:	0305-0483, 1873-5274
On-line přístup:	Získat plný text
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!