Stochastic linear programs with restricted recourse

DOI10.1016/0377-2217(95)00370-3zbMath0918.90110OpenAlexW2083681840MaRDI QIDQ1278949

Hercules Vladimirou, Stavros A. Zenios

Publication date: 27 April 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(95)00370-3

zbMATH Keywords

robustnessprimal-dual interior point methodsequential decision problemsstochastic programs with recourserestricted recourse

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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Uses Software

• LOQO

Cites Work

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• Robust Optimization of Large-Scale Systems
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