A cross-decomposition scheme with integrated primal–dual multi-cuts for two-stage stochastic programming investment planning problems
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s10107-016-1001-y.pdf
Reference46 articles.
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4. Birge, J.R., Louveaux, F.: A multicut algorithm for two-stage stochastic linear programs. Eur. J. Oper. Res. 34, 384–392 (1988)
5. Birge, J.R., Louveaux, F.: Introduction to Stochastic Programming. Springer Series in Operations Research. Springer, New York (2011)
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