Application of the Monte-Carlo method to stochastic linear programming

MaRDI QIDQ3447252zbMATH OpenFDO

Authors Leonidas Sakalauskas, Kȩstutis Žilinskas

Publication date 28 June 2007

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Linear programming (90C05) Stochastic programming (90C15)

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