Stochastic decomposition. A statistical method for large scale stochastic linear programming
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Publication:2564096
zbMath0874.90145MaRDI QIDQ2564096
Publication date: 7 January 1997
Published in: Nonconvex Optimization and Its Applications (Search for Journal in Brave)
approximate solutionstochastic decompositioncutting plane algorithmstochastic linear programs with recourse
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