The value of stochastic modeling in two-stage stochastic programs with cost uncertainty
Erick Delage; Sharon Arroyo; Yinyu Ye
| Year of publication: |
2014
|
|---|---|
| Authors: | Delage, Erick ; Arroyo, Sharon ; Ye, Yinyu |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 62.2014, 6, p. 1377-1393
|
| Subject: | robust optimization | value of stochastic solution | mean value problem | regret minimization | fleet mix optimization | programming | stochastic | inventory | uncertainty | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | Dynamische Optimierung | Dynamic programming | Robustes Verfahren | Robust statistics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010471839