\(L\)-shaped algorithm for two stage problems of stochastic convex programming

DOI10.1007/BF02936091zbMath1047.90037MaRDI QIDQ1429354

Yufang Zhao, Heng-Yong Tang

Publication date: 18 May 2004

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

zbMATH Keywords

algorithmsstochastic programmingconvex programming

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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Cites Work

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• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming