An approximation scheme for stochastic linear programming and its application to stochastic integer programs
Work
Year: 2006
Type: article
Abstract: Stochastic optimization problems attempt to model uncertainty in the data by assuming that the input is specified by a probability distribution. We consider the well-studied paradigm of 2-stage models... more
Source: Journal of the ACM
Authors David B. Shmoys, Chaitanya Swamy
Institutions Cornell University, University of Waterloo
Cites: 35
Cited by: 111
Related to: 10
FWCI: 7.622
Citation percentile (by year/subfield): 97.41
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green