2003-06-21Buch DOI: 10.18452/8293
Simplification of recourse models by modification of recourse data
Vlerk, Maarten H. van der
We consider modification of the recourse data, consisting of the second-stage parameters and the underlying distribution, as an approximation technique for solving two-stage recourse problems. This approach is applied to several specific classes of recourse problems; in each case, the resulting recourse problem is much easier to solve. Modification of recourse data is shown to be the common principle behind the approximations which were introduced in previous publications.
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Is Part Of Series: Lecture Notes in Economics and Mathematical Systems, 532, 2004