Sequential Bounding Methods for Two-Stage Stochastic Programs

  • Brian T. Denton
  • Alexander Gose
    • Categories Production and Logistics, Stochastic Programming Short URL: https://optimization-online.org/?p=13113

    Citation

    Alexander H. Gose Graduate Program of Operations Research, North Carolina State University, Raleigh, NC 27695, ahgose@ncsu.edu Brian T. Denton Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, MI 48109, btdenton@umich.edu October 17, 2014 (Accepted for publication to INFORMS Journal on Computing)