Sequential Bounding Methods for Two-Stage Stochastic Programs

Alexander H. Gose
Corresponding Author
Alexander H. Gose
[email protected]
Graduate Program of Operations Research, North Carolina State University, Raleigh, North Carolina 27695
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,
Brian T. Denton
Brian T. Denton
[email protected]
Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, Michigan 48109
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Alexander H. Gose

Corresponding Author

Alexander H. Gose

[email protected]

Graduate Program of Operations Research, North Carolina State University, Raleigh, North Carolina 27695

Search for more papers by this author

,

Brian T. Denton

Brian T. Denton

[email protected]

Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, Michigan 48109

Search for more papers by this author

Published Online:18 Apr 2016https://doi.org/10.1287/ijoc.2015.0682

Supplemental Material

ijoc.2015.0682-sm-onlinesupplement.pdf (206 KB)

cover image INFORMS Journal on Computing

Volume 28, Issue 2

Spring 2016

Pages 195-384

Article Information

Supplemental Material

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Received:August 01, 2013
Accepted:September 01, 2015
Published Online:April 18, 2016

Copyright © 2016, INFORMS

Cite as

Alexander H. Gose, Brian T. Denton (2016) Sequential Bounding Methods for Two-Stage Stochastic Programs. INFORMS Journal on Computing 28(2):351-369.

https://doi.org/10.1287/ijoc.2015.0682

Keywords