Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682)
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scientific article; zbMATH DE number 1367773
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| English | Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse |
scientific article; zbMATH DE number 1367773 |
Statements
Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (English)
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4 March 2001
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multistage stochastic programming
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cutting planes
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sampling
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convergence with probability one
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0.872878909111023
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0.8565515875816345
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0.8393173813819885
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0.8277699947357178
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