In this paper we introduce a new formulation of the logistics network design problem encountered in deterministic, single-country, single-period contexts. Our formulation is flexi...
This paper presents two contributions: A set of routines that manipulate instances of stochastic programming problems in order to make them more amenable for different solution ap...
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
This paper derives a new splitting-based decomposition algorithm for convex stochastic programs. It combines certain attractive features of the progressive hedging algorithm of Roc...