On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
Jordi Castro, Laureano F. Escudero, Juan F. Monge
| Year of publication: |
2023
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|---|---|
| Authors: | Castro, Jordi ; Escudero, Laureano F. ; Monge, Juan F. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 310.2023, 1 (1.10.), p. 268-285
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| Subject: | Large-scale optimization | Interior-point methods | Stochastic programming | Strategic and operational uncertainties | Two-stage structures | Mathematische Optimierung | Mathematical programming | 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: | 10.1016/j.ejor.2023.03.042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014339838