Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program (Q688928): Difference between revisions

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Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program
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    Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program (English)
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    1 November 1993
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    subgradient decomposition
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    approximations
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    differentiability of the recourse function
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    two stage stochastic linear program
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