L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

DOI10.1137/0117061zbMath0197.45602OpenAlexW2038426159MaRDI QIDQ5595958

R. M. Van Slyke, Roger J.-B. Wets

Publication date: 1969

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0117061

zbMATH Keywords

application to discrete optimal control problems with state space constraintsapplication to stochastic programmingL-shaped linear programs

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Calculus of variations and optimal control; optimization (49-XX)

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