A multicut algorithm for two-stage stochastic linear programs
From MaRDI portal
Publication:1104862
DOI10.1016/0377-2217(88)90159-2zbMath0647.90066OpenAlexW1984647185MaRDI QIDQ1104862
John R. Birge, François V. Louveaux
Publication date: 1988
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2027.42/27390
two-stage stochastic linear programmingdeterministic equivalentsfixed recoursemulticut L-shaped algorithm
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