An Interior Random Vector Algorithm for MultiStage Stochastic Linear Programs

DOI10.1137/S105262349528456XzbMath0912.90227OpenAlexW2013155105MaRDI QIDQ4229457

Eithan Schweitzer

Publication date: 22 February 1999

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s105262349528456x

zbMATH Keywords

stochastic programminginterior point methodsmultistage linear programs

Mathematics Subject Classification ID

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

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