Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program (Q688928): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q3229784
@@ Property / cites work: Q3229784 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4000274
@@ Property / cites work: Q4000274 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Programming under Uncertainty
@@ Property / cites work: Linear Programming under Uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
+Normal rank
@@ Property / cites work @@
+Q4079324
@@ Property / cites work: Q4079324 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5638112
@@ Property / cites work: Q5638112 / rank @@
+Normal rank
@@ Property / cites work @@
+On the interchange of subdifferentiation and conditional expectation for convex functionals
+Normal rank
@@ Property / cites work @@
+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Lifting projections of convex polyhedra
@@ Property / cites work: Lifting projections of convex polyhedra / rank @@
+Normal rank
@@ Property / cites work @@
+Solving stochastic programs with simple recourse
@@ Property / cites work: Solving stochastic programs with simple recourse / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic convex programming: basic duality
@@ Property / cites work: Stochastic convex programming: basic duality / rank @@
+Normal rank