State-variable modeling for a class of two-stage stochastic optimization problems

Hossein Hashemi Doulabi, Shabbir Ahmed, George Nemhauser

Year of publication:	2022
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
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