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Stochastic linear programs with restricted recourse - MaRDI portal

Stochastic linear programs with restricted recourse (Q1278949)

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scientific article; zbMATH DE number 1255850
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English
Stochastic linear programs with restricted recourse
scientific article; zbMATH DE number 1255850

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    Stochastic linear programs with restricted recourse (English)
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    27 April 1999
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    stochastic programs with recourse
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    sequential decision problems
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    restricted recourse
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    robustness
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    primal-dual interior point method
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