scientific article; zbMATH DE number 140509

MaRDI QIDQ4028930zbMATH OpenFDO

Authors Jacek Gondzio, Andrzej Ruszczyński

Publication date 28 March 1993

zbMATH Keywords

simplex methodstochastic linear control problems

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Linear programming (90C05) Stochastic programming (90C15) Optimal stochastic control (93E20)

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(9)

• Sensitivity method for basis inverse representation in multistage stochastic linear programming problems
• Parallel decomposition of multistage stochastic programming problems
• An experimental sequential solution procedure to stochastic linear programming problems with 0–1 variables
• An effective heuristic for multistage linear programming with a stochastic right-hand side
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• MSLiP: A computer code for the multistage stochastic linear programming problem

Describes a project that uses

Uses Software

• MINOS

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