Statistical approximations for stochastic linear programming problems

DOI10.1023/A:1018917710373zbMath0920.90108MaRDI QIDQ1289301

Suvrajeet Sen, Julia L. Higle

Publication date: 28 June 1999

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1018917710373

zbMATH Keywords

stopping rules; random recourse; cutting plane algorithms; large-scale stochastic linear programming

Mathematics Subject Classification ID

90C06: Large-scale problems in mathematical programming

90C15: Stochastic programming

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