A solution procedure for the two-stage stochastic program with simple recourse (Q3905073)
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English | A solution procedure for the two-stage stochastic program with simple recourse |
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A solution procedure for the two-stage stochastic program with simple recourse (English)
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1981
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solution procedure
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two-stage stochastic linear programming
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random right-hand side
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simple recourse
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piecewise affine-linear objective function
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subgradient method
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deterministic equivalent problem
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