most citedGeneralized Adaptive Partition-based Method for Two-Stage Stochastic Programs with Fixed Recourse

13 citations · 13 across the 1 of their papers we have counts for

collaborators

1 paper

math.OC2020★ 13 cited

Generalized Adaptive Partition-based Method for Two-Stage Stochastic Programs with Fixed Recourse

Cristian Ramirez-Pico, Eduardo Moreno

We present a method to solve two-stage stochastic problems with fixed recourse when the uncertainty space can have either discrete or continuous distributions. Given a partition of…