Stochastic decomposition for two-stage stochastic linear programs with random cost coefficients
Harsha Gangammanavar, Yifan Liu, Suvrajeet Sen
| Year of publication: |
2021
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| Authors: | Gangammanavar, Harsha ; Liu, Yifan ; Sen, Suvrajeet |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 33.2021, 1, p. 51-71
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| Subject: | stochastic programming | stochastic decomposition | sample average approximation | two-stage models with random cost coefficients | sequential sampling | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Dekompositionsverfahren | Decomposition method | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2019.0929 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496353