A solution procedure for the two-stage stochastic program with simple recourse

DOI10.1007/BF01917338zbMath0456.90061OpenAlexW1969749687MaRDI QIDQ3905073

Hans Joachim Cleef

Publication date: 1981

Published in: Zeitschrift für Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01917338

zbMATH Keywords

subgradient methodsimple recoursesolution proceduretwo-stage stochastic linear programmingdeterministic equivalent problemrandom right-hand sidepiecewise affine-linear objective function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15)

Related Items (1)

Stochastic programming

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Approximations to stochastic programs with complete fixed recourse
• A Stochastic Flow Problem
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
• Two-Stage Programming under Uncertainty with Discrete Distribution Function
• Lineare Programmierung und Erweiterungen
• Stochastic Programs with Recourse
• Computation in Discrete Stochastic Programs with Recourse
• Ein Lösungsansatz für ein spezielles zweistufiges stochastisches Optimierungsproblem

This page was built for publication: A solution procedure for the two-stage stochastic program with simple recourse