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Ken McKinnon

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

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40

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0

Scholarly Papers (1)

1.

A Stabilised Benders Decomposition with Adaptive Oracles for Large-Scale Stochastic Programming with Short-Term and Long-Term Uncertainty

Number of pages: 26 Posted: 25 Aug 2023
Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Norwegian University of Science and Technology (NTNU)
Downloads 40 (1,222,651)

Abstract:

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Large scale optimisation, Multi-stage stochastic programming, Multi-horizon stochastic programming, Stabilised Benders decomposition, Adaptive oracles, Level set method