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About the algorithm of dual cuttings for a two-stage stochastic programming problem - MaRDI portal

About the algorithm of dual cuttings for a two-stage stochastic programming problem

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Publication:1022201

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zbMath1177.90304MaRDI QIDQ1022201

A. S. Velichko

Publication date: 10 June 2009

Published in: Russian Mathematics (Search for Journal in Brave)

zbMATH Keywords

singularities decomposition

Mathematics Subject Classification ID

Stochastic programming (90C15) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

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