Bounds in multi-horizon stochastic programs

In this paper, we present bounds for multi-horizon stochastic optimization problems , a class of problems introduced in Kaut et al. (Comput Manag Sci 11:179–193, 2014 ) relevant in many industry-life applications typically involving strategic and operational decisions on two different time scales. A...

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Bibliographic Details
Published in:	Annals of operations research Vol. 292; no. 2; pp. 605 - 625
Main Authors:	Maggioni, Francesca, Allevi, Elisabetta, Tomasgard, Asgeir
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.09.2020 Springer Springer Nature B.V
Subjects:	Alternative energy sources Approximation Business and Management Combinatorics Energy industry Expected values Formulations Infrastructure Mathematical optimization Meat industry Operations research Operations Research/Decision Theory Optimization Production management Random variables S.I.: Stochastic Optimization: Theory & Applications in Memory of M.Bertocchi Stochastic programming Theory of Computation Trees Italy Stochastic programs Operational decisions Multi-horizon Energy Bounds Strategic decisions
ISSN:	0254-5330, 1572-9338
Online Access:	Get full text
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