The value of stochastic modeling in two-stage stochastic programs with cost uncertainty

Operations Research

Volumn 62, Issue 6, 2014, Pages 1377-1393

  Delage, Erick ^a   Arroyo, Sharon ^b   Ye, Yinyu ^c  

^a HEC MONTRÉAL   (Canada)

^b BOEING COMPANY   (United States)

^c Stanford University   (United States)

Author keywords

Fleet mix optimization; Inventory; Mean value problem; Programming; Regret minimization; Robust optimization; Stochastic; Uncertainty; Value of stochastic solution

Indexed keywords

AIR TRANSPORTATION; DECISION THEORY; INTEGER PROGRAMMING; LINEAR PROGRAMMING; MATHEMATICAL PROGRAMMING; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS; UNCERTAINTY ANALYSIS;

FLEET MIX; INVENTORY; MEAN VALUES; REGRET MINIMIZATION; ROBUST OPTIMIZATION; STOCHASTIC; STOCHASTIC SOLUTION; UNCERTAINTY;

STOCHASTIC MODELS;

EID: 84918586144     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.2014.1318     Document Type: Article

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