Preprocessing in Stochastic Programming: The Case of Linear Programs

DOI10.1287/IJOC.4.1.45MaRDI QIDQ3993667zbMATH OpenOpenAlexFDO

Authors Stein W. Wallace, Roger J.-B. Wets

Publication date 13 August 1992

Published in ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.4.1.45

zbMATH Keywords

stochastic linear programmingrandom right-hand sides

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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