Solution to a Class of Two-stage Stochastic Programs with Multivariate Normal Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.1787682 ◽

2012 ◽

Cited By ~ 2

Author(s):

Saurabh Bansal ◽

James Dyer

Keyword(s):

Multivariate Normal ◽

Two Stage ◽

Stochastic Programs

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Two-Stage Stochastic Programs with Recourse

Encyclopedia of Optimization ◽

10.1007/978-0-387-74759-0_691 ◽

2008 ◽

pp. 3959-3961

Author(s):

Francois Louveaux ◽

John R. Birge

Keyword(s):

Two Stage ◽

Stochastic Programs

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Quantitative stability of full random two-stage stochastic programs with recourse

Optimization Letters ◽

10.1007/s11590-014-0827-6 ◽

2014 ◽

Vol 9 (6) ◽

pp. 1075-1090 ◽

Cited By ~ 9

Author(s):

Youpan Han ◽

Zhiping Chen

Keyword(s):

Two Stage ◽

Quantitative Stability ◽

Stochastic Programs

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An Improved L-shaped Method for Two-stage Convex 0-1 Mixed Integer Nonlinear Stochastic Programs

13th International Symposium on Process Systems Engineering (PSE 2018) - Computer Aided Chemical Engineering ◽

10.1016/b978-0-444-64241-7.50245-7 ◽

2018 ◽

pp. 1501-1506

Author(s):

Can Li ◽

Ignacio E. Grossmann

Keyword(s):

Mixed Integer ◽

Two Stage ◽

Stochastic Programs

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Performance of a benchmark parallel implementation of the Van Slyke and Wets algorithm for two-stage stochastic programs on the Sequent/Balance

Concurrency Practice and Experience ◽

10.1002/cpe.4330030204 ◽

1991 ◽

Vol 3 (2) ◽

pp. 109-128 ◽

Cited By ~ 12

Author(s):

K. A. Ariyawansa ◽

D. D. Hudson

Keyword(s):

Parallel Implementation ◽

Two Stage ◽

Stochastic Programs

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Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach

Mathematics of Operations Research ◽

10.1287/moor.1110.0506 ◽

2011 ◽

Vol 36 (3) ◽

pp. 568-592 ◽

Cited By ~ 21

Author(s):

Daniel Ralph ◽

Huifu Xu

Keyword(s):

Generalized Equation ◽

Stationary Points ◽

Equation Approach ◽

Two Stage ◽

Stochastic Programs ◽

Sample Average

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Simulation-based confidence bounds for two-stage stochastic programs

Mathematical Programming ◽

10.1007/s10107-012-0621-0 ◽

2013 ◽

Vol 138 (1-2) ◽

pp. 15-42 ◽

Cited By ~ 12

Author(s):

Peter W. Glynn ◽

Gerd Infanger

Keyword(s):

Confidence Bounds ◽

Two Stage ◽

Stochastic Programs ◽

Simulation Based

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Second-Order Properties of a Two-Stage Fixed-Size Confidence Region for the Mean Vector of a Multivariate Normal Distribution

Journal of Multivariate Analysis ◽

10.1006/jmva.1998.1794 ◽

1999 ◽

Vol 68 (2) ◽

pp. 250-263 ◽

Cited By ~ 15

Author(s):

N. Mukhopadhyay

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Confidence Region ◽

Second Order ◽

Multivariate Normal ◽

Fixed Size ◽

Two Stage ◽

The Mean ◽

Mean Vector

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Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse

Optimization Letters ◽

10.1007/s11590-013-0684-8 ◽

2013 ◽

Vol 8 (5) ◽

pp. 1647-1662 ◽

Cited By ~ 1

Author(s):

Zhiping Chen ◽

Feng Zhang

Keyword(s):

Mixed Integer ◽

Two Stage ◽

Stochastic Programs ◽

Integer Recourse

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Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse

Decision Analysis ◽

10.1287/deca.2014.0303 ◽

2014 ◽

Vol 11 (4) ◽

pp. 250-264 ◽

Cited By ~ 8

Author(s):

Tahir Ekin ◽

Nicholas G. Polson ◽

Refik Soyer

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Two Stage ◽

Stochastic Programs

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Differential Stability of Two-Stage Stochastic Programs

SIAM Journal on Optimization ◽

10.1137/s1052623499316520 ◽

2000 ◽

Vol 11 (1) ◽

pp. 87-112 ◽

Cited By ~ 12

Author(s):

Darinka Dentcheva ◽

Werner Römisch

Keyword(s):

Two Stage ◽

Stochastic Programs ◽

Differential Stability

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