Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
Author:
Publisher
Elsevier BV
Subject
Management Science and Operations Research,Modeling and Simulation,General Computer Science
Reference85 articles.
1. Convexity and decomposition of mean-risk stochastic programs;Ahmed;Math. Progr., Ser. B,2006
2. A multi-stage stochastic integer programming approach for capacity expansion under uncertainty;Ahmed;J. Global Optim.,2003
3. Non-anticipativity duality, relaxations, and formulations for chance-constrained stochastic programs;Ahmed;Math. Program., Ser. A,2017
4. On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed 0–1 problems under uncertainty;Aldasoro;TOP,2015
5. An algorithmic framework for solving large scale stochastic mixed 0–1 problems with nonsymmetric scenario trees. part II: parallelization;Aldasoro;Comput. Oper. Res.,2013
Cited by 25 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Multistage Stochastic optimization for mid-term integrated generation and maintenance scheduling of cascaded hydroelectric system with renewable energy uncertainty;European Journal of Operational Research;2024-10
2. On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach;European Journal of Operational Research;2023-10
3. Advance Scheduling for Chronic Care Under Online or Offline Revisit Uncertainty;IEEE Transactions on Automation Science and Engineering;2023
4. On Risk Management of Multistage Multiscale FLP Under Uncertainty;International Series in Operations Research & Management Science;2023
5. Model and solution method for mean-risk cost-based post-disruption restoration of interdependent critical infrastructure networks;Computers & Operations Research;2022-08
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3