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...

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Veröffentlicht in:	Omega (Oxford) Jg. 70; S. 31 - 42
1. Verfasser:	Beltran-Royo, C.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier Ltd 01.07.2017
Schlagworte:	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
Online-Zugang:	Volltext
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