Some insights into the solution algorithms for SLP problems-Reference-Cited by-同舟云学术

Some insights into the solution algorithms for SLP problems

Published:2006-02 Issue:1 Volume:142 Page:147-164
ISSN:0254-5330
Container-title:Annals of Operations Research
language:en
Short-container-title:Ann Oper Res

Author:

Kall Peter,Mayer János

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Link

http://link.springer.com/content/pdf/10.1007/s10479-006-6166-y.pdf

Reference41 articles.

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2. Birge, J.R. (1985). “Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs.” Oper. Res. 33, 989–1007.

3. Birge, J.R., M.A.H. Dempster, H. Gassmann, E. Gunn, A.J. King, and S.W. Wallace. (1987). “A Standard Input Format for Multiperiod Stochastic Linear Programs.” Working Paper WP-87-118, IIASA, Laxenburg, Austria.

4. Birge, J.R. and F. Louveaux. (1997). Introduction to Stochastic Programming. Springer-Verlag.

5. Brooke, A., D. Kendrick, A. Meeraus, and R. Raman. (1998). GAMS. A user's guide. Technical report, GAMS Development Corporation, Washington DC, USA. It can be downloaded from http://www.gams.com/docs.

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