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Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs
2 references·2 citing·17 second hop
Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs (1994)Primal-Dual Aggregation and Disaggregatio…Aggregation bounds in stochastic linear programming (1985)Aggregation bounds in stochas…Stochastic Programming: Solution Techniques and Approximation Schemes (1983)Stochastic Programming: Solut…Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse (2017)Adaptive Partition-Based Leve…An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse (2015)An Adaptive Partition-Based A…Linear Programming under Uncertainty (1955)Multistage stochastic programs: The state-of-the-art and selected bibliography (1995)Introduction to Stochastic Programming (1997)Linear Programming Under Uncertainty (2004)LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications (2005)Partial Benders Decomposition: General Methodology and Application to Stochastic Network Design (2020)Scenario reduction in stochastic programming (2003)Lectures on Stochastic Programming (2009)Introduction to Stochastic Programming (2011)Chance-Constrained Programming (1959)Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (1986)Applying the progressive hedging algorithm to stochastic generalized networks (1991)Network planning with random demand (1994)Stochastic Programming (1995)The empirical behavior of sampling methods for stochastic programming (2006)Stochastic Linear Programming (2010)Optimized Scenario Reduction: Solving Large-Scale Stochastic Programs with Quality Guarantees (2023)
this work references cited by second hop

References

  • 1983Stochastic Programming: Solution Techniques and Approximation Schemes205 cited
  • 1985Aggregation bounds in stochastic linear programming80 cited

Cited by

  • 2015An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse44 cited
  • 2017Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse37 cited

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