Algorithms for stochastic programs: The case of nonstochastic tenders

DOI10.1007/BFb0121123zbMath0605.90093OpenAlexW2110620158MaRDI QIDQ3743109

Roger J.-B. Wets, John Lawrence Nazareth

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1007/bfb0121123

zbMATH Keywords

inner approximationsouter approximationsrevised simplex methodsolution strategiesstochastic programs with recoursenonstochastic tenders

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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