Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution

DOI10.1007/BF01421551zbMath0724.90048OpenAlexW418142924MaRDI QIDQ5202511

Publication date: 1990

Published in: [https://portal.mardi4nfdi.de/entity/Q3031760 ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research] (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01421551

zbMATH Keywords

penalty term $\lambda $ - representation of univariate piecewise linear convex functions discretely distributed random right hand side

Mathematics Subject Classification ID

Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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