Algorithms for stochastic programs: The case of nonstochastic tenders

DOI10.1007/BFB0121123MaRDI QIDQ3743109zbMATH OpenOpenAlexFDO

Authors Roger J.-B. Wets, J. L. Nazareth

Publication date 1986

Published in Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bfb0121123

zbMATH Keywords

inner approximationsnonstochastic tendersouter approximationsrevised simplex methodsolution strategiesstochastic programs with recourse

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Recommendations

• scientific article; zbMATH DE number 3936934
• scientific article; zbMATH DE number 3878686
• scientific article; zbMATH DE number 3974741
• scientific article; zbMATH DE number 4089323
• Algorithms for the solution of stochastic dynamic minimax problems

Cited in

(9)

• Sublinear upper bounds for stochastic programs with recourse
• A numerical method for solving stochastic programming problems with moment constraints on a distribution function
• Approximate nonlinear programming algorithms for solving stochastic programs with recourse
• Stochastic quasigradient methods for optimization of discrete event systems
• Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
• The approximation of separable stochastic programs
• Newton's method for quadratic stochastic programs with recourse
• A simple recourse model for power dispatch under uncertain demand
• Parallel processors for planning under uncertainty

This page was built for publication: Algorithms for stochastic programs: The case of nonstochastic tenders

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3743109)