A Min-Max-Max-Min Approach to Solving a Stochastic Programming Problem with Simple Recourse

DOI10.1287/MNSC.38.4.540MaRDI QIDQ4012769zbMATH OpenOpenAlexFDO

Authors D. J. White

Publication date 27 September 1992

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.38.4.540

zbMATH Keywords

saddle points

Mathematics Subject Classification ID

Stochastic programming (90C15)

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