Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program (Q688928)
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scientific article; zbMATH DE number 438798
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| English | Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program |
scientific article; zbMATH DE number 438798 |
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Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program (English)
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1 November 1993
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subgradient decomposition
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approximations
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differentiability of the recourse function
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two stage stochastic linear program
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0.8065507411956787
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0.7963389158248901
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