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A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
Lulli, Guglielmo; Sen, Suvrajeet - In: Management Science 50 (2004) 6, pp. 786-796
In this paper, we present a branch-and-price method to solve special structured multistage stochastic integer programming problems. We validate our method on two different versions of a multistage stochastic batch-sizing problem (SBSP). One version adopts a recourse formulation, and the other is...
Persistent link: https://www.econbiz.de/10009218420
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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
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Coupled learning enabled stochastic programming with endogenous uncertainty
Liu, Junyi; Li, Guangyu; Sen, Suvrajeet - In: Mathematics of operations research 47 (2022) 2, pp. 1681-1705
Persistent link: https://www.econbiz.de/10013365344