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Stochastic scenario decomposition for multistage stochastic programs
Higle, Julia L.; Rayco, Brenda; Sen, Suvrajeet - In: IMA journal of management mathematics 21 (2010) 1, pp. 39-66
Persistent link: https://www.econbiz.de/10003984204
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Enhancements of two-stage stochastic decomposition
Sen, Suvrajeet; Zhou, Zhihong; Huang, Kai - In: Computers & operations research : and their … 36 (2009) 8, pp. 2434-2439
Persistent link: https://www.econbiz.de/10003828610
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Stochastic decomposition and extensions
Sen, Suvrajeet; Zhou, Zhihong; Huang, Kai - In: Stochastic programming : the state of the art ; in …, (pp. 57-66). 2011
Persistent link: https://www.econbiz.de/10008798669
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Stochastic decomposition for two-stage stochastic linear programs with random cost coefficients
Gangammanavar, Harsha; Liu, Yifan; Sen, Suvrajeet - In: INFORMS journal on computing : JOC 33 (2021) 1, pp. 51-71
Persistent link: https://www.econbiz.de/10012496353