On multiple simple recourse models
نویسندگان
چکیده
منابع مشابه
On multiple simple recourse models
We consider multiple simple recourse (MSR) models, both continuous and integer versions, which generalize the corresponding simple recourse (SR) models by allowing for a refined penalty cost structure for individual shortages and surpluses. It will be shown that (convex approximations of) such MSR models can be represented as explicitly specified continuous SR models, and thus can be solved eff...
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We consider the objective function of a simple recourse problem with fixed technology matrix and integer second-stage variables. Separability due to the simple recourse structure allows to study a one-dimensional version instead. Based on an explicit formula for the objective function, we derive a complete description of the class of probability density functions such that the objective functio...
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We consider the objective function of a simple recourse problem with fixed technology matrix and integer second-stage variables. Separability due to the simple recourse structure allows to study a one-dimensional version instead. Based on an explicit formula for the objective function, we derive a complete description of the class of probability density functions such that the objective functio...
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The simple integer recourse (SIR) function of a decision variable is the expectation of the integer roundup of the shortage/surplus between a random variable with a known distribution and the decision variable. It is the integer analogue of the simple (continuous) recourse function in two stage stochastic linear programming. Structural properties and approximations of SIR functions have been ex...
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ژورنال
عنوان ژورنال: Mathematical Methods of Operations Research
سال: 2005
ISSN: 1432-2994,1432-5217
DOI: 10.1007/s00186-005-0021-9