dc.contributor.author | Mulvey, John M. | en |
dc.contributor.author | Vladimirou, Hercules | en |
dc.creator | Mulvey, John M. | en |
dc.creator | Vladimirou, Hercules | en |
dc.date.accessioned | 2019-04-22T05:53:04Z | |
dc.date.available | 2019-04-22T05:53:04Z | |
dc.date.issued | 1991 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/46358 | |
dc.description.abstract | The scenario aggregation algorithm is specialized for stochastic networks. The algorithm determines a solution that does not depend on hindsight and accounts for the uncertain environment depicted by a number of appropriately weighted scenarios. The solution procedure decomposes the stochastic program to its constituent scenario subproblems, thus preserving the network structure. Computational results are reported demonstrating the algorithm's convergence behavior. Acceleration schemes are discussed along with termination criteria. The algorithm's potential for execution on parallel multiprocessors is discussed. Copyright © 1991 Wiley Periodicals, Inc., A Wiley Company | en |
dc.language.iso | eng | en |
dc.source | Networks | en |
dc.title | Solving multistage stochastic networks: An application of scenario aggregation | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1002/net.3230210603 | |
dc.description.volume | 21 | |
dc.description.issue | 6 | |
dc.description.startingpage | 619 | |
dc.description.endingpage | 643 | |
dc.author.faculty | Σχολή Οικονομικών Επιστημών και Διοίκησης / Faculty of Economics and Management | |
dc.author.department | Τμήμα Διοίκησης Επιχειρήσεων και Δημόσιας Διοίκησης / Department of Business and Public Administration | |
dc.type.uhtype | Article | en |
dc.contributor.orcid | Vladimirou, Hercules [0000-0002-3923-1709] | |
dc.gnosis.orcid | 0000-0002-3923-1709 | |