A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming (Q3735474)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming |
scientific article |
Statements
A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming (English)
0 references
1986
0 references
linear-quadratic problem
0 references
Lagrangian methods
0 references
discrete random variables
0 references
two-stage linear-quadratic stochastic programming
0 references
sequence of subproblems
0 references
convergence properties
0 references
