Efficient solution selection for two-stage stochastic programs
Year of publication: |
2019
|
---|---|
Authors: | Fei, Xin ; Gülpınar, Nalân ; Branke, Jürgen |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 277.2019, 3 (19.9.), p. 918-929
|
Subject: | Stochastic programming | Sample average approximation | Wasserstein metric | Ranking and selection | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stichprobenerhebung | Sampling | Ranking-Verfahren | Ranking method | Algorithmus | Algorithm |
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