Stochastic programming in water management: A case study and a comparison of solution techniques

DOI10.1016/0377-2217(91)90333-QzbMath0726.90048MaRDI QIDQ803039

N. E. Zubov

Publication date: 1991

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

approximation schemes; water management; joint chance constraints; real-life water resource system; stochastic quasigradient methods

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

90C15: Stochastic programming

90B90: Case-oriented studies in operations research

90-08: Computational methods for problems pertaining to operations research and mathematical programming

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Uses Software

• MINOS

Cites Work

• Stochastic programming
• Stochastic approximation methods for constrained and unconstrained systems
• A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
• Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
• Evaluation of a special multivariate gamma distribution function
• The Supporting Hyperplane Method for Unimodal Programming
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