Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
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Publication:3703592
DOI10.1287/opre.33.5.989zbMath0581.90065OpenAlexW2132388847MaRDI QIDQ3703592
Publication date: 1985
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2027.42/3624
computational resultsdeterministic equivalentfixed recourselarge scale programsmultistage stochastic linear programouter linearization decompositionpiecewise linear partitioning
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15)
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