An alternating method for stochastic linear programming with simple recourse

DOI10.1007/BFB0121120MaRDI QIDQ3727744zbMATH OpenOpenAlexFDO

Authors Liqun Qi

Publication date 1986

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

Full work available at URL https://doi.org/10.1007/bfb0121120

zbMATH Keywords

simple recoursestochastic linear program

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15) Convex programming (90C25)

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