This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical ( , S) inequalit...
Yongpei Guan, Shabbir Ahmed, George L. Nemhauser, ...
Abstract. We define and study two versions of the bipartite matching problem in the framework of two-stage stochastic optimization with recourse. In one version the uncertainty is...
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...