A first order approach to a class of multi-time-period stochastic programming problems

DOI10.1007/BFb0121115zbMath0596.90072MaRDI QIDQ3730352

E. M. L. Beale, George B. Dantzig, Ralph D. Watson

Publication date: 1986

Published in: Mathematical Programming Studies (Search for Journal in Brave)

zbMATH Keywords

approximationmarginal gamma distributionsmulti-period stochastic linear programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (2)

Unnamed Item ⋮ Parallel processors for planning under uncertainty

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