2 papers
math.OC2026
A novel L-shaped refinement chain cuts method for two-stage stochastic programs
Mike Hewitt, Francesca Maggioni, Andrea Spinelli
This paper introduces the L-shaped refinement chain cuts method, a novel approach for solving two-stage stochastic programs. The proposed method integrates the refinement chain of…
math.OC2025
The L-Shaped Method for Stochastic Programs with Decision-Dependent Uncertainty
Giovanni Pantuso, Mike Hewitt
In this paper we extend the well-known L-Shaped method to solve two-stage stochastic programming problems with decision-dependent uncertainty. The method is based on a novel, unify…