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

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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…