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Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems

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  • Jean-Paul Watson
  • David Woodruff

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  • Jean-Paul Watson & David Woodruff, 2011. "Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems," Computational Management Science, Springer, vol. 8(4), pages 355-370, November.
    • Handle: RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370
    DOI: 10.1007/s10287-010-0125-4
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    References listed on IDEAS

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    1. R. T. Rockafellar & Roger J.-B. Wets, 1991. "Scenarios and Policy Aggregation in Optimization Under Uncertainty," Mathematics of Operations Research, INFORMS, vol. 16(1), pages 119-147, February.
    2. Yueyue Fan & Changzheng Liu, 2010. "Solving Stochastic Transportation Network Protection Problems Using the Progressive Hedging-based Method," Networks and Spatial Economics, Springer, vol. 10(2), pages 193-208, June.
    3. Gyana R. Parija & Shabbir Ahmed & Alan J. King, 2004. "On Bridging the Gap Between Stochastic Integer Programming and MIP Solver Technologies," INFORMS Journal on Computing, INFORMS, vol. 16(1), pages 73-83, February.
    4. Listes, O.L. & Dekker, R., 2002. "A scenario aggregation based approach for determining a robust airline fleet composition," Econometric Institute Research Papers EI 2002-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    5. Ronald Hochreiter & Georg Pflug, 2009. "Introduction to the special issue on computational optimization under uncertainty," Computational Management Science, Springer, vol. 6(2), pages 115-116, May.
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