Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs

DOI10.1287/opre.33.5.989zbMath0581.90065OpenAlexW2132388847MaRDI QIDQ3703592

John R. Birge

Publication date: 1985

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

Full work available at URL: http://hdl.handle.net/2027.42/3624

zbMATH Keywords

computational resultsdeterministic equivalentfixed recourselarge scale programsmultistage stochastic linear programouter linearization decompositionpiecewise linear partitioning

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15)

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