<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming (Q5595958)

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scientific article; zbMATH DE number 3314875
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<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
scientific article; zbMATH DE number 3314875

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    <i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming (English)
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    1969
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    L-shaped linear programs
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    application to stochastic programming
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    application to discrete optimal control problems with state space constraints
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