Adaptive partition-based level decomposition methods for solving two-stage stochastic programs with fixed recourse
Wim van Ackooij, Welington de Oliveira, Yongjia Song
| Year of publication: |
2018
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|---|---|
| Authors: | Ackooij, Wim van ; Oliveira, Welington de ; Song, Yongjia |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 30.2018, 1, p. 57-70
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| Subject: | stochastic programming | scenario reduction | level decomposition | Mathematische Optimierung | Mathematical programming | Dekompositionsverfahren | Decomposition method | Stochastischer Prozess | Stochastic process | Theorie | Theory | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2017.0765 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011848136