The L-shaped method for stochastic programs with decision-dependent uncertainty

Giovanni Pantuso; Mike Hewitt

doi:10.1007/s10107-025-02246-9

The L-shaped method for stochastic programs with decision-dependent uncertainty

Giovanni Pantuso, Mike Hewitt

Quinlan School of Business

University of Copenhagen

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Mathematical Programming
DOIs	https://doi.org/10.1007/s10107-025-02246-9
State	Accepted/In press - 2025

ASJC Scopus Subject Areas

Software
General Mathematics

Keywords

Endogenous uncertainty
L-shaped method
Stochastic Programming

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10.1007/s10107-025-02246-9

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title = "The L-shaped method for stochastic programs with decision-dependent uncertainty",

keywords = "Endogenous uncertainty, L-shaped method, Stochastic Programming",

author = "Giovanni Pantuso and Mike Hewitt",

note = "Publisher Copyright: {\textcopyright} The Author(s) 2025.",

year = "2025",

doi = "10.1007/s10107-025-02246-9",

language = "English",

journal = "Mathematical Programming",

issn = "0025-5610",

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T1 - The L-shaped method for stochastic programs with decision-dependent uncertainty

AU - Pantuso, Giovanni

AU - Hewitt, Mike

N1 - Publisher Copyright: © The Author(s) 2025.

PY - 2025

Y1 - 2025

KW - Endogenous uncertainty

KW - L-shaped method

KW - Stochastic Programming

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SN - 0025-5610

JO - Mathematical Programming

JF - Mathematical Programming

ER -

The L-shaped method for stochastic programs with decision-dependent uncertainty

ASJC Scopus Subject Areas

Keywords

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