Algorithms for stochastic programs: The case of nonstochastic tenders

DOI10.1007/BFB0121123zbMath0605.90093OpenAlexW2110620158MaRDI QIDQ3743109

Roger J.-B. Wets, John Lawrence Nazareth

Publication date: 1986

Published in: Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0121123

zbMATH Keywords

inner approximationsouter approximationsrevised simplex methodsolution strategiesstochastic programs with recoursenonstochastic tenders

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Related Items (9)

The approximation of separable stochastic programs ⋮ Newton's method for quadratic stochastic programs with recourse ⋮ A simple recourse model for power dispatch under uncertain demand ⋮ Sublinear upper bounds for stochastic programs with recourse ⋮ A numerical method for solving stochastic programming problems with moment constraints on a distribution function ⋮ Approximate nonlinear programming algorithms for solving stochastic programs with recourse ⋮ Stochastic quasigradient methods for optimization of discrete event systems ⋮ Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs ⋮ Parallel processors for planning under uncertainty

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