Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
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.
This video is available exclusively on Mediaspace for a restricted audience. Please log in to MediaSpace to access it if you have the necessary permissions.
Watch on MediaspaceOfficial source
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.