On a dual method for a specially structured linear programming problem with application to stochastic programming
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Publication:4709734
DOI10.1080/1055678021000033973zbMath1040.90028OpenAlexW2071524706MaRDI QIDQ4709734
Csaba I. Fábián, Olga Ruf-Fiedler, Prékopa, András
Publication date: 2002
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1055678021000033973
Linear programming (90C05) Stochastic programming (90C15) Probability theory on algebraic and topological structures (60B99)
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