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Publication:4035542
zbMath0781.65052MaRDI QIDQ4035542
George B. Dantzig, Gerd Infanger
Publication date: 18 May 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
importance samplingMonte Carlo methodsBenders decompositionfinancial planningNumerical resultslarge-scale stochastic linear programsdynamic linear programexpansion planning of power systems
Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Stochastic programming (90C15) Theory of organizations, manpower planning in operations research (90B70)
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