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zbMath0518.90065MaRDI QIDQ3668317

Roger J.-B. Wets, R. Tyrrell Rockafellar

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simple recourse solution procedure dual program random right-hand side finite element representation quadratic recourse costs random parameters in the technology matrix

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Related Items (3)

An SQP algorithm for extended linear-quadratic problems in stochastic programming ⋮ A parallel inexact Newton method for stochastic programs with recourse ⋮ A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse

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