A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
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Publication:3790947
DOI10.1137/0326042zbMath0646.90064OpenAlexW2032125776MaRDI QIDQ3790947
Stein W. Wallace, John R. Birge
Publication date: 1988
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0326042
Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15)
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