Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse
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Publication:4971014
DOI10.1137/19M1276819zbMATH Open1451.90106MaRDI QIDQ4971014FDOQ4971014
Authors: Junyi Liu, Ying Cui, Jong-Shi Pang, Suvrajeet Sen
Publication date: 8 October 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
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- A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions
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