Sensitivity method for basis inverse representation in multistage stochastic linear programming problems

DOI10.1007/BF00940892zbMath0795.90045MaRDI QIDQ1321212

Ruszczyński, Andrzej, Jacek Gondzio

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

simplex methodstochastic linear control

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Optimal stochastic control (93E20)

Related Items

Scenario-based stochastic programs: Resistance with respect to sample, On augmented Lagrangian decomposition methods for multistage stochastic programs

Uses Software

• XMP

Cites Work

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