Computational methods for solving two-stage stochastic linear programming problems
From MaRDI portal
Publication:1259514
DOI10.1007/BF01601939zbMath0411.90056MaRDI QIDQ1259514
Publication date: 1979
Published in: ZAMP. Zeitschrift für angewandte Mathematik und Physik (Search for Journal in Brave)
two-stage stochastic linear programminglarge scale linear programmingcomplete fixed recourseoverall approximation of the objective function
Related Items (20)
A multicut algorithm for two-stage stochastic linear programs ⋮ SLP-IOR: An interactive model management system for stochastic linear programs ⋮ Parallel distributed-memory simplex for large-scale stochastic LP problems ⋮ Sublinear upper bounds for stochastic programs with recourse ⋮ A cutting plane method from analytic centers for stochastic programming ⋮ Computing probabilites of rectangles in case of multinormal distribution ⋮ Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis ⋮ Optimal scheduling of income tax prepayments under stochastic incomes ⋮ Stochastic programming ⋮ Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs ⋮ An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty ⋮ On a distributed implementation of a decomposition method for multistage linear stochastic programs ⋮ Stability and sensitivity-analysis for stochastic programming ⋮ Parallel decomposition of multistage stochastic programming problems ⋮ An inventory model with component commonality ⋮ A Stochastic Flow Problem ⋮ Unnamed Item ⋮ Restricted Bayes strategies for convex stochastic programs ⋮ Multi-stage stochastic linear programs for portfolio optimization ⋮ Solving discrete stochastic linear programs with simple recourse by the dualplex algorithm
Cites Work
This page was built for publication: Computational methods for solving two-stage stochastic linear programming problems