Computation in Discrete Stochastic Programs with Recourse

DOI10.1287/OPRE.21.1.112zbMath0267.90072OpenAlexW2061076569MaRDI QIDQ5684505

David P. Rutenberg, Stanley J. Garstka

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1287/opre.21.1.112

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15)

Related Items (10)

A multicut algorithm for two-stage stochastic linear programs ⋮ Solving many linear programs that differ only in the right-hand side ⋮ A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs ⋮ An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling ⋮ A primal-dual approach to inexact subgradient methods ⋮ Approximations to stochastic programs with complete fixed recourse ⋮ MSLiP: A computer code for the multistage stochastic linear programming problem ⋮ Solving Large Batches of Linear Programs ⋮ Finding and identifying optimal inventory levels for systems with common components ⋮ A solution procedure for the two-stage stochastic program with simple recourse

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