Shape – A Stochastic Hybrid Approximation Procedure for Two-Stage Stochastic Programs

DOI10.1287/opre.48.1.73.12452zbMath1106.90361OpenAlexW2039808588MaRDI QIDQ4530638

Raymond K. Cheung, Warren B. Powell

Publication date: 4 June 2002

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.48.1.73.12452

Mathematics Subject Classification ID

Stochastic programming (90C15)

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