Lecture

Stochastic Programs: Problem Formulation

Description

This lecture covers the problem formulation of 2-stage stochastic programs, focusing on costs associated with decisions, constraints for first and second-stage decisions, and the objective of minimizing expected costs. The instructor discusses the large number of variables and constraints, the characteristic structure of the problem, and the Benders decomposition algorithm for delayed constraint generation.

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Instructor

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Official source

https://mediaspace.epfl.ch/media/0_5977a4gz

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Ontological neighbourhood

Theoretical computer science

Algorithms and data structures: Combinatorial optimization

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