Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse |
scientific article; zbMATH DE number 1367773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse |
scientific article; zbMATH DE number 1367773 |
Statements
Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (English)
0 references
4 March 2001
0 references
multistage stochastic programming
0 references
cutting planes
0 references
sampling
0 references
convergence with probability one
0 references
0 references
0 references
