Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (Q3703592)

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scientific article; zbMATH DE number 3930728
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    Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
    scientific article; zbMATH DE number 3930728

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      Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (English)
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      1985
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      multistage stochastic linear program
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      fixed recourse
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      deterministic equivalent
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      large scale programs
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      outer linearization decomposition
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      piecewise linear partitioning
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      computational results
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