Our “restricted-recourse bounds” are more general and more easily computed than most other bounds because random coefficients may appear anywhere in the LP, ...
We consider the problem of bounding the expected value of a linear program (LP) containing random coefficients, with applications to.
Our `restricted-recourse bounds' are more general and more easily computed than most other bounds because random coefficients may appear anywhere in the LP, ...
These "restricted- recourse bounds" are more general and more easily computed than most other bounds because random coefficients may appear anywhere in the ...
We present formulations of stochastic programs with restricted recourse that trade off recourse stability with expected cost.
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Abstract. In this paper we present a specialized matrix factorization procedure for computing the dual step in a primal-dual path-following interior point ...
The solution of the linear programming model simultaneously determines the first-stage decisions and the second-stage decisions for all scenarios.
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May 18, 2023 · In this article, we review, discuss, and compare different ways such stochastic programs can be handled using bounds and approximations.
This problem represents the standard stochastic linear program with recourse in which random variables are restricted to the right-hand-side coefficients ...
This paper presents bounds for the expected recourse function for stochastic programs with network recourse. Cyclic recourse, a concept introduced by ...