scientific article; zbMATH DE number 3936936

MaRDI QIDQ3710302zbMATH OpenFDO

Authors Marie-Cécile Noël, Yves Smeers

Publication date 1986

zbMATH Keywords

nested decompositionnonlinear multistage stochastic programsstaircase linear programming

Mathematics Subject Classification ID

Decomposition methods (49M27) Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Cited in

(1)

• Nested decomposition of multistage nonlinear programs with recourse

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