State-variable modeling for a class of two-stage stochastic optimization problems
Hossein Hashemi Doulabi, Shabbir Ahmed, George Nemhauser
| Year of publication: |
2022
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|---|---|
| Authors: | Doulabi, Hossein Hashemi ; Ahmed, Shabbir ; Nemhauser, George L. |
| 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. 34.2022, 1, p. 354-369
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| Subject: | state-variable modeling | stochastic programming | Two-stage stochastic optimization | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | 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.2020.1044 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013359075