Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (Q3986762)
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scientific article; zbMATH DE number 29341
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse |
scientific article; zbMATH DE number 29341 |
Statements
Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (English)
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27 June 1992
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cutting plane algorithm
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two-stage stochastic linear programs with recourse
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piecewise linear approximations
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convergence
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