Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients (Q4995055)
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scientific article; zbMATH DE number 7362303
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients |
scientific article; zbMATH DE number 7362303 |
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Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients (English)
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23 June 2021
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stochastic programming
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stochastic decomposition
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sample average approximation
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two-stage models with random cost coefficients
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sequential sampling
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