Computational methods for solving two-stage stochastic linear programming problems (Q1259514): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solution of Special Linear Programming Problems with Additional Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4079324 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximations to stochastic programs with complete fixed recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities for Stochastic Linear Programming Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4113596 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 01:44, 13 June 2024

scientific article
Language Label Description Also known as
English
Computational methods for solving two-stage stochastic linear programming problems
scientific article

    Statements

    Computational methods for solving two-stage stochastic linear programming problems (English)
    0 references
    0 references
    1979
    0 references
    two-stage stochastic linear programming
    0 references
    large scale linear programming
    0 references
    complete fixed recourse
    0 references
    overall approximation of the objective function
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references