Publication:4309474
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zbMath0812.90122MaRDI QIDQ4309474
Publication date: 18 October 1994
dynamic programmingapproximationboundsscenario aggregationdynamic systemsnetwork problemspreprocessingevent treeL-shaped methodprobabilistic constraintsrecourseBellman principlestochastic quasigradient methodsstochastic decomposition algorithminteger two- stage stochastic programsstochastic decision treestochastic PERT problem
Stochastic programming (90C15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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