scientific article; zbMATH DE number 2142553

MaRDI QIDQ4655792zbMATH OpenFDO

Authors Zhiping Chen

Publication date 8 March 2005

zbMATH Keywords

interior point algorithmsnumerical comparisondynamic stochastic programmingdeterministic formulation

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Dynamic programming (90C39) Interior-point methods (90C51) Stochastic programming (90C15)

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Cited in

(1)

• Comparison of some deterministic equivalent formulations of stochastic inequalities

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