Publication detail

Two-Stage Stochastic Programming for Engineering Problems

POPELA, P. NOVOTNÝ, J. ROUPEC, J. HRABEC, D. OLSTAD, A.

Czech title

Dvojstupňové stochastické programování pro inženýrské problémy

English title

Two-Stage Stochastic Programming for Engineering Problems

Type

journal article - other

Language

en

Original abstract

The purpose of the paper is to present existing and discuss modified optimization models and solution techniques which are suitable for engineering decision-making problems containing random elements with emphasis on two decision stages.

Czech abstract

Cílem článku je prezentovat existujicí a diskutovat modifikované optimalizační modely a techniky řešení, vhodné pro rozhodovací problémy v inženýrství zahrnující prvky náhodnosti, s důrazem na dvojstupňové royhodování.

English abstract

The purpose of the paper is to present existing and discuss modified optimization models and solution techniques which are suitable for engineering decision-making problems containing random elements with emphasis on two decision stages.

Keywords in Czech

dvojstupňové stochastické programování, modelování, scénáře, dekompozice, algoritmy

Keywords in English

two-stage stochastic programming, modelling, scenarios, decompostition, algorithms

RIV year

2014

Released

01.10.2014

ISSN

1802-1484

Volume

21

Number

5

Pages from–to

335–353

Pages count

19

BIBTEX


@article{BUT109111,
  author="Pavel {Popela} and Jan {Novotný} and Jan {Roupec} and Dušan {Hrabec} and Asmund {Olstad},
  title="Two-Stage Stochastic Programming for Engineering Problems",
  year="2014",
  volume="21",
  number="5",
  month="October",
  pages="335--353",
  issn="1802-1484"
}