Two-stage stochastic variational inequalities : an ERM-solution procedure

2017-2018 > Academic research: refereed > Publication in refereed journal201805 bcrcAccepted ManuscriptRGCPublishe

A gradient search and column generation approach for the build-pack planning problem with approved vendor matrices and stochastic demand

10.1080/00207540903049381International Journal of Production Research48195783-5807IJPR

Solving Stochastic Transportation Network Protection Problems Using the Progressive Hedging-based Method

Stochastic programming, Networks, Disaster mitigation, Equilibrium constraints, Decomposition method,

Strong Convexity and Directional Derivatives of Marginal Values in Two-Stage Stochastic Programming

Two-stage stochastic programs with random right-hand side are considered. Verifiable sufficient conditions for the existence of second-order directional derivatives of marginal values are presented. The central role of the strong convexity of the expected recourse function as well as of a Lipschitz stability result for optimal sets is emphasized