An Interior Random Vector Algorithm for MultiStage Stochastic Linear Programs (Q4229457)
From MaRDI portal
scientific article; zbMATH DE number 1252613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Interior Random Vector Algorithm for MultiStage Stochastic Linear Programs |
scientific article; zbMATH DE number 1252613 |
Statements
An Interior Random Vector Algorithm for MultiStage Stochastic Linear Programs (English)
0 references
22 February 1999
0 references
stochastic programming
0 references
multistage linear programs
0 references
interior point methods
0 references
