A solution procedure for the two-stage stochastic program with simple recourse (Q3905073): Difference between revisions

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Latest revision as of 12:03, 30 July 2024

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A solution procedure for the two-stage stochastic program with simple recourse
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    A solution procedure for the two-stage stochastic program with simple recourse (English)
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    1981
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    solution procedure
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    two-stage stochastic linear programming
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    random right-hand side
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    simple recourse
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    piecewise affine-linear objective function
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    subgradient method
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    deterministic equivalent problem
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