Multiplier Stabilization Applied to Two-Stage Stochastic Programs
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s10957-019-01550-7.pdf
Reference25 articles.
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3. Eisner, M.J., Olsen, P.: Duality for stochastic programming interpreted as L.P. in $$L_p$$-space. SIAM J. Appl. Math. 28, 779–793 (1975)
4. Rockafellar, R.T., Wets, R.: Stochastic convex programming: basic duality. Pac. J. Math. 62, 173–195 (1976)
5. Slyke, R.M., Wets, R.: L-shaped linear programs with applications to optimal control and stochastic programming. SIAM J. Appl. Math. 17, 638–663 (1969)
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