Lagrangian dual decision rules for multistage stochastic mixed-integer programming
Year of publication: |
2024
|
---|---|
Authors: | Daryalal, Maryam ; Bodur, Merve ; Luedtke, James R. |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 72.2024, 2, p. 717-737
|
Subject: | decision rules | Lagrangian dual | multistage stochastic mixed integer programming | Optimization | Programming: stochastic | sampling | two-stage approximation | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Ganzzahlige Optimierung | Integer programming | Entscheidung | Decision | Stichprobenerhebung | Sampling |
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