Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program (Q688928)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program |
scientific article |
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