An iterative method of solving two-stage discrete stochastic programming problems with additively separable variables

Publication date: 8 September 1993

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

decomposition stochastic approximation discrete two stage stochastic programs

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Stochastic approximation (62L20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

This page was built for publication: An iterative method of solving two-stage discrete stochastic programming problems with additively separable variables