Stochastic Decomposition : A Statistical Method for Large Scale Stochastic Linear Programming

Julia L. Higle · Suvrajeet Sen

191 citations0/0 files stored

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

Preface. 1. Two Stage Stochastic Linear Programs. 2. Sampling Within Stochastic Linear Programming. 3. Foundations of Stochastic Decomposition. 4. Stabilizing Stochastic Decomposition. 5. Stopping Rules for Stochastic Decomposition. 6. Guidelines for Computer Implementation. 7. Illustrative Computational Experiments. Glossary.

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 — 191 citations exist upstream.

Cited by

2003Stochastic programming with integer variables 2004Managing financial risk in planning under uncertainty 2003Distributed decision making––a unified approach 2006Assessing solution quality in stochastic programs 2000Computational solution of capacity planning models under uncertainty 1997Accelerating the regularized decomposition method for two stage stochastic linear problems 2005Stochastic Programming: Optimization When Uncertainty Matters 2009Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems

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