Computation in Discrete Stochastic Programs with Recourse

DOI10.1287/OPRE.21.1.112MaRDI QIDQ5684505zbMATH OpenOpenAlexFDO

Authors Stanley J. Garstka, David P. Rutenberg

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)

Cited in

(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
• Approximations to stochastic programs with complete fixed recourse
• An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling
• A primal-dual approach to inexact subgradient methods
• Finding and identifying optimal inventory levels for systems with common components
• A solution procedure for the two-stage stochastic program with simple recourse
• Solving Large Batches of Linear Programs
• MSLiP: A computer code for the multistage stochastic linear programming problem

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