Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
type: Item
instance of: scholarly article
title: Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
zbMATH Open document ID: 0955.90096
DOI: 10.1023/A:1022641805263
author: Yanyan Li
published in: Journal of Optimization Theory and Applications
publication date: 2001-03-04T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C57
zbMATH DE Number: 1367773
zbMATH Keywords: multistage stochastic programming
zbMATH Keywords: cutting planes
zbMATH Keywords: sampling
zbMATH Keywords: convergence with probability one
describes a project that uses: MSLiP
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1367773