SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Aggregation bounds in stochastic linear programming · Study

ArticleShelves

ArticleAggregation bounds in stochastic linear programming

John R. Birge1985

Article1985

Aggregation bounds in stochastic linear programming

80 citations·0/0 files stored·Mathematical Programming

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Advanced Optimization Algorithms Research Optimization and Mathematical Programming

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 80 citations exist upstream.

References

1955Linear Programming under Uncertainty 2004Linear Programming Under Uncertainty 1997Introduction to Stochastic Programming 1985Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs 1960Inequalities for Stochastic Linear Programming Problems 1983Stochastic Programming: Solution Techniques and Approximation Schemes 1976Nonanticipativity and L 1-martingales in stochastic optimization problems 1977Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming

Cited by

2020Partial Benders Decomposition: General Methodology and Application to Stochastic Network Design 1995Multistage stochastic programs: The state-of-the-art and selected bibliography 2005LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications 2010Adaptive multicut aggregation for two-stage stochastic linear programs with recourse 1996Duality and statistical tests of optimality for two stage stochastic programs

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1997A disaggregation algorithm for the optimization of stochastic planning modelsarticle · 6 shared references 1996Barycentric scenario trees in convex multistage stochastic programmingarticle · 5 shared references 1983Stochastic Programming: Solution Techniques and Approximation Schemeschapter · 4 shared references 1995Multistage stochastic programs: The state-of-the-art and selected bibliographyother · 4 shared references 1983Bounds on the value of information in uncertain decision problems IIarticle · 4 shared references 2015Toward Machine Waldchapter · 4 shared references

Details

Year1985

Typearticle

Published1985-01-01

VenueMathematical Programming

ISSN-L0025-5610

Languageen

Citations80

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1007/bf02591859

openalex_workW1967512593

Links

Imported from OpenAlex (CC0) — nothing here is generated.

1994

Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs

2018Two-stage linear decision rules for multi-stage stochastic programming

2015An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse