A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty
Hongyu Zhang, Nicolò Mazzi, Ken McKinnon, Rodrigo Garcia Nava, Asgeir Tomasgard
| Year of publication: |
2024
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| Authors: | Zhang, Hongyu ; Mazzi, Nicolò ; McKinnon, Ken ; Nava, Rodrigo Garcia ; Tomasgard, Asgeir |
| Published in: |
Computers & operations research : an international journal. - Amsterdam [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 1499736-8. - Vol. 167.2024, Art.-No. 106665, p. 1-14
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| Subject: | Large scale optimisation | Level method | Multi-horizon stochastic programming | Multi-stage stochastic programming | Stabilised Benders decomposition with adaptive oracles | Mathematische Optimierung | Mathematical programming | Dekompositionsverfahren | Decomposition method | Stochastischer Prozess | Stochastic process | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Risiko | Risk |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2024.106665 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014566414