Code and Data Repository for Solving Two-Stage Stochastic Programs with Endogenous Uncertainty via Random Variable Transformation
This project contains the code for the paper "Solving Two-Stage Programs with Endogenous Uncertainty via Random Variable Transformation". It contains the implementation of the two-stage Network Design and Facility Protection Problem (NDFPP) with endogenous uncertainty introduced in this paper.
Authors
- Thibaut Vidal (ORCID: https://orcid.org/0000-0001-5183-8485)
- Margarida Carvalho (ORCID: https://orcid.org/0000-0002-2344-0960)
- Maria Bazotte (ORCID: https://orcid.org/0000-0002-6346-8677)
Publication Details
- Journal
- INFORMS journal on computing
- Published
- 2025-04-21
- DOI
- https://doi.org/10.1287/ijoc.2024.0847.cd
- Citations
- 1
- Primary Topic
- Risk and Portfolio Optimization
- Type
- article
- Field-Weighted Citation Impact
- 2.11