A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming (Q3735474)
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scientific article; zbMATH DE number 3968337
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| English | A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming |
scientific article; zbMATH DE number 3968337 |
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A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming (English)
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1986
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linear-quadratic problem
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Lagrangian methods
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discrete random variables
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two-stage linear-quadratic stochastic programming
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sequence of subproblems
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convergence properties
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0.8152385354042053
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0.8138914704322815
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