Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution (Q5202511)
From MaRDI portal
scientific article; zbMATH DE number 4195706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution |
scientific article; zbMATH DE number 4195706 |
Statements
Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution (English)
0 references
1990
0 references
discretely distributed random right hand side
0 references
penalty term
0 references
\(\lambda \) - representation of univariate piecewise linear convex functions
0 references
