Optimizing the expected maximum of two linear functions defined on a multivariate Gaussian distribution
Year of publication: |
2023
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Authors: | Bergman, David ; Cardonha, Carlos ; Imbrogno, Jason ; Lozano, Leonardo |
Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 35.2023, 2, p. 304-317
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Subject: | Benders decomposition | scheduling | sports analytics | stochastic methods | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Scheduling-Verfahren | Scheduling problem | Statistische Verteilung | Statistical distribution | Sport | Sports |
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