Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution (Q5202511): Difference between revisions
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scientific article; zbMATH DE number 4195706
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English | Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution |
scientific article; zbMATH DE number 4195706 |
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Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution (English)
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1990
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discretely distributed random right hand side
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penalty term
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\(\lambda \) - representation of univariate piecewise linear convex functions
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