Stochastic decomposition. A statistical method for large scale stochastic linear programming

zbMATH Open0874.90145MaRDI QIDQ2564096FDOQ2564096

Publication date: 7 January 1997

Published in: Nonconvex Optimization and Its Applications (Search for Journal in Brave)

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zbMATH Keywords

approximate solution stochastic decomposition cutting plane algorithm stochastic linear programs with recourse

Mathematics Subject Classification ID

Stochastic programming (90C15)

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