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Designing a majorization scheme for the recourse function in two-stage stochastic linear programming - MaRDI portal

Designing a majorization scheme for the recourse function in two-stage stochastic linear programming (Q2366830)

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Designing a majorization scheme for the recourse function in two-stage stochastic linear programming
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    Designing a majorization scheme for the recourse function in two-stage stochastic linear programming (English)
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    25 August 1993
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    parametric programming
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    second-stage recourse function
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    stochastic linear program
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