Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682): Difference between revisions

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Latest revision as of 10:33, 29 May 2024

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Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
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    Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (English)
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    4 March 2001
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    multistage stochastic programming
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    cutting planes
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    sampling
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    convergence with probability one
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