Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: MSLiP / rank | |||
Normal rank | |||
Revision as of 02:01, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse |
scientific article |
Statements
Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (English)
0 references
4 March 2001
0 references
multistage stochastic programming
0 references
cutting planes
0 references
sampling
0 references
convergence with probability one
0 references
