Browsing Volume 2002 by Subject "convex approximation"
Now showing items 1-3 of 3
-
2002-05-26BuchConvex approximations for complete integer recourse models We consider convex approximations of the expected value function of a two-stage integer recourse problem. The convex approximations are obtained by perturbing the distribution of the random right-hand side vector. It is ...
-
2002-04-22BuchExact solutions to a class of stochastic generalized assignment problems This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment of each job to an agent is decided a priori, ...
-
2002-05-02BuchOn Multiple Simple Recourse models We consider multiple simple recourse (MSR) models, both continuous and integer versions, which generalize the corresponding simple recourse (SR) models by allowing for a refined penalty cost structure for individual shortages ...