Preprocessing in Stochastic Programming: The Case of Linear Programs

DOI10.1287/ijoc.4.1.45zbMath0760.90074OpenAlexW1973156060MaRDI QIDQ3993667

Roger J.-B. Wets, Stein W. Wallace

Publication date: 13 August 1992

Published in: ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.4.1.45

zbMATH Keywords

stochastic linear programmingrandom right-hand sides

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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