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Cluster Lagrangean decomposition in multistage stochastic optimization
Escudero, Laureano F.; Garín, María Araceli; Unzueta … - In: Computers & operations research : and their … 67 (2016), pp. 48-62
Persistent link: https://www.econbiz.de/10011441239
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An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management
Escudero, Laureano F.; Monge, Juan Francisco; Romero … - In: Computers & operations research : and their … 58 (2015), pp. 32-40
Persistent link: https://www.econbiz.de/10010509424
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Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
Escudero, Laureano F.; Garín, María Araceli; Unzueta … - In: Computers & operations research : and their … 85 (2017), pp. 154-171
Persistent link: https://www.econbiz.de/10011713905
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On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
Escudero, Laureano F.; Monge, Juan Francisco; Romero … - In: Computers & operations research : and their … 100 (2018), pp. 270-286
Persistent link: https://www.econbiz.de/10011930621
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On stochastic dynamic programming for solving large-scale planning problems under uncertainty
Cristobal, M. Pilar; Escudero, Laureano F.; Monge, Juan F. - In: Computers & operations research : and their … 36 (2009) 8, pp. 2418-2428
Persistent link: https://www.econbiz.de/10003828607
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A general algotithm for solving two-stage stochastic mixed 0-1 first-stage problems
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: Computers & operations research : and their … 36 (2009) 9, pp. 2590-2600
Persistent link: https://www.econbiz.de/10003844553
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An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: Computers & operations research : and their … 39 (2012) 5, pp. 1133-1144
Persistent link: https://www.econbiz.de/10009506579
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Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
Escudero, Laureano F.; Garín, María Araceli; Pérez, … - In: Computers & operations research : and their … 40 (2013) 1, pp. 362-377
Persistent link: https://www.econbiz.de/10009658509
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An affective heuristic for multistage linear programming with a stochastic right-hand side
Beltran-Royo, Cesar; Escudero, Laureano F.; Monge, J. F.; … - In: Computers & operations research : and their … 51 (2014), pp. 237-250
Persistent link: https://www.econbiz.de/10010408851
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An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees : Part II ; parallelization
Aldasoro, Unai; Escudero, Laureano F.; Merino, María; … - In: Computers & operations research : and their … 40 (2013) 12, pp. 2950-2960
Persistent link: https://www.econbiz.de/10010210809