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The value of the stochastic solution in multistage problems


  • Laureano Escudero


  • Araceli Garín


  • María Merino


  • Gloria Pérez



No abstract is available for this item.

Suggested Citation

  • Laureano Escudero & Araceli Garín & María Merino & Gloria Pérez, 2007. "The value of the stochastic solution in multistage problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(1), pages 48-64, July.
  • Handle: RePEc:spr:topjnl:v:15:y:2007:i:1:p:48-64
    DOI: 10.1007/s11750-007-0005-4

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    References listed on IDEAS

    1. Albert Madansky, 1960. "Inequalities for Stochastic Linear Programming Problems," Management Science, INFORMS, vol. 6(2), pages 197-204, January.
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    Cited by:

    1. Muche, Thomas, 2014. "Optimal operation and forecasting policy for pump storage plants in day-ahead markets," Applied Energy, Elsevier, vol. 113(C), pages 1089-1099.
    2. Francesca Maggioni & Elisabetta Allevi & Marida Bertocchi, 2016. "Monotonic bounds in multistage mixed-integer stochastic programming," Computational Management Science, Springer, vol. 13(3), pages 423-457, July.
    3. Mirkhani, Sh. & Saboohi, Y., 2012. "Stochastic modeling of the energy supply system with uncertain fuel price – A case of emerging technologies for distributed power generation," Applied Energy, Elsevier, vol. 93(C), pages 668-674.
    4. Yolanda Hinojosa & Justo Puerto & Francisco Saldanha-da-Gama, 2014. "A two-stage stochastic transportation problem with fixed handling costs and a priori selection of the distribution channels," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 1123-1147, October.
    5. Agustı´n, A. & Alonso-Ayuso, A. & Escudero, L.F. & Pizarro, C., 2012. "On air traffic flow management with rerouting. Part II: Stochastic case," European Journal of Operational Research, Elsevier, vol. 219(1), pages 167-177.
    6. Alonso-Ayuso, Antonio & Carvallo, Felipe & Escudero, Laureano F. & Guignard, Monique & Pi, Jiaxing & Puranmalka, Raghav & Weintraub, Andrés, 2014. "Medium range optimization of copper extraction planning under uncertainty in future copper prices," European Journal of Operational Research, Elsevier, vol. 233(3), pages 711-726.
    7. Rennemo, Sigrid Johansen & Rø, Kristina Fougner & Hvattum, Lars Magnus & Tirado, Gregorio, 2014. "A three-stage stochastic facility routing model for disaster response planning," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 62(C), pages 116-135.
    8. Svensson, Elin & Strömberg, Ann-Brith & Patriksson, Michael, 2011. "A model for optimization of process integration investments under uncertainty," Energy, Elsevier, vol. 36(5), pages 2733-2746.
    9. Adrian Werner, Kristin Tolstad Uggen, Marte Fodstad, Arnt-Gunnar Lium, and Ruud Egging, 2014. "Stochastic Mixed-Integer Programming for Integrated Portfolio Planning in the LNG Supply Chain," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).


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