A novel stochastic programming approach for scheduling of batch processes with decision dependent time of uncertainty realization
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DOI: 10.1007/s10479-021-04141-w
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- Miloš Kopa & Tomáš Rusý, 2021. "A decision-dependent randomness stochastic program for asset–liability management model with a pricing decision," Annals of Operations Research, Springer, vol. 299(1), pages 241-271, April.
- Suvrajeet Sen & Julia L. Higle, 1999. "An Introductory Tutorial on Stochastic Linear Programming Models," Interfaces, INFORMS, vol. 29(2), pages 33-61, April.
- Colvin, Matthew & Maravelias, Christos T., 2010. "Modeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programming," European Journal of Operational Research, Elsevier, vol. 203(1), pages 205-215, May.
- Tore Jonsbråten & Roger Wets & David Woodruff, 1998. "A class of stochastic programs withdecision dependent random elements," Annals of Operations Research, Springer, vol. 82(0), pages 83-106, August.
- Colvin, Matthew & Maravelias, Christos T., 2011. "R&D pipeline management: Task interdependencies and risk management," European Journal of Operational Research, Elsevier, vol. 215(3), pages 616-628, December.
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- Meersman, Tine & Maenhout, Broos & Van Herck, Koen, 2023. "A nested Benders decomposition-based algorithm to solve the three-stage stochastic optimisation problem modeling population-based breast cancer screening," European Journal of Operational Research, Elsevier, vol. 310(3), pages 1273-1293.
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Keywords
Stochastic programming; Endogenous uncertainty; Implicit non-anticipativity;All these keywords.
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