Duality and statistical tests of optimality for two stage stochastic programs

DOI10.1007/BF02592155zbMath0874.90146MaRDI QIDQ1363429

Suvrajeet Sen, Julia L. Higle

Publication date: 7 August 1997

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

reduced gradient methodstwo stage stochastic program with recourse

Mathematics Subject Classification ID

Stochastic programming (90C15)

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