Implementing bounds-based approximations in convex-concave two-stage stochastic programming (Q1363431)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implementing bounds-based approximations in convex-concave two-stage stochastic programming |
scientific article |
Statements
Implementing bounds-based approximations in convex-concave two-stage stochastic programming (English)
0 references
7 August 1997
0 references
bounds on expectation of saddle functions
0 references
partitioning strategies for rectangles
0 references
\(L\)-shaped decomposition
0 references
bounds-based approximations
0 references
two-stage stochastic programs with fixed recourse
0 references
numerical experiments
0 references
successive scenario clusters
0 references
