Two-stage stochastic mixed-integer linear programming: The conditional scenario approach

Omega (United Kingdom)

Volumn 70, Issue , 2017, Pages 31-42

  Beltran Royo, C ^a  

^a UNIVERSIDAD REY JUAN CARLOS   (Spain)

Author keywords

Conditional expectation; Conditional Scenario; Scenario; Stochastic mixed integer linear programming

Indexed keywords

INTEGER PROGRAMMING;

CONDITIONAL EXPECTATION; CONDITIONAL SCENARIO; EXPECTED VALUES; INTEGER LINEAR PROGRAMMING; MIXED INTEGER LINEAR; SCENARIO; SCENARIO APPROACH; STOCHASTIC MIXED-INTEGER LINEAR PROGRAMMING; STOCHASTICS; VALUE PROBLEMS;

STOCHASTIC SYSTEMS;

CHEMICAL BINDING; EXPECTATION; STOCHASTIC MODEL; SYSTEM ANALYSIS; THEORETICAL MODEL; UNCERTAINTY;

EID: 84994761085     PISSN: 03050483     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.omega.2016.08.010     Document Type: Article

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