Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients
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Publication:4995055
DOI10.1287/ijoc.2019.0929OpenAlexW3030444336MaRDI QIDQ4995055
Harsha Gangammanavar, Yifan Liu, Suvrajeet Sen
Publication date: 23 June 2021
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2019.0929
stochastic programmingsequential samplingstochastic decompositionsample average approximationtwo-stage models with random cost coefficients
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