Quantitative Stability Analysis of Two-Stage Stochastic Linear Programs with Full Random Recourse

2019 ◽  
Vol 40 (16) ◽  
pp. 1847-1876
Author(s):  
Jie Jiang ◽  
Zhiping Chen
Keyword(s):  
Stability Analysis ◽  
Linear Programs ◽  
Two Stage ◽  
Quantitative Stability ◽  
Stochastic Linear Programs

scholarly journals Robust two-stage stochastic linear programs with moment constraints

Optimization ◽  
2014 ◽  
Vol 63 (6) ◽  
pp. 829-837 ◽  
Author(s):  
Sarah Y. Gao ◽  
Lingchen Kong ◽  
Jie Sun
Keyword(s):  
Linear Programs ◽  
Two Stage ◽  
Stochastic Linear Programs

Adaptive multicut aggregation for two-stage stochastic linear programs with recourse

2010 ◽  
Vol 206 (2) ◽  
pp. 395-406 ◽  
Author(s):  
Svyatoslav Trukhanov ◽  
Lewis Ntaimo ◽  
Andrew Schaefer
Keyword(s):  
Linear Programs ◽  
Two Stage ◽  
Stochastic Linear Programs

Limited recourse in two-stage stochastic linear programs

2003 ◽  
Vol 24 (3) ◽  
pp. 445-465
Author(s):  
Patrizia Beraldi ◽  
Roberto Musmanno ◽  
Chefi Triki ◽  
Stavros A Zenios
Keyword(s):  
Linear Programs ◽  
Two Stage ◽  
Stochastic Linear Programs
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