Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program (Q688928)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 438798
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program |
scientific article; zbMATH DE number 438798 |
Statements
Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program (English)
0 references
1 November 1993
0 references
subgradient decomposition
0 references
approximations
0 references
differentiability of the recourse function
0 references
two stage stochastic linear program
0 references
0 references
0 references
0.8065507411956787
0 references
0.7963389158248901
0 references
