Preprocessing in Stochastic Programming: The Case of Linear Programs

DOI10.1287/ijoc.4.1.45zbMath0760.90074MaRDI QIDQ3993667

Stein W. Wallace, Roger J.-B. Wets

Publication date: 13 August 1992

Published in: ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.4.1.45

zbMATH Keywords

stochastic linear programming; random right-hand sides

Mathematics Subject Classification ID

90C05: Linear programming

90C15: Stochastic programming

90-08: Computational methods for problems pertaining to operations research and mathematical programming

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