Author:
Norkin Vladimir I.,Pflug Georg Ch.,Ruszczyński Andrzej
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Reference16 articles.
1. Yu.M. Ermoliev, Stochastic quasi-gradient methods and their application to systems optimization, Stochastics 4 (1983) 1–37.
2. J.R. Birge, Decomposition and partitioning methods for multistage stochastic linear programs, Operations Research 33 (1985) 989–1007.
3. J.M. Mulvey, A. Ruszczyński, A new scenario decomposition method for large-scale stochastic optimization. Operations Research 43 (1995) 477–490.
4. R.T. Rockafellar, R.J.-B. Wets, Scenarios and policy aggregation in optimization under uncertainty, Mathematics of Operations Research 16 (1991) 1–23.
5. R.J.-B. Wets, Large scale linear programming techniques, in: Yu. Ermoliev, R.J.-B. Wets (Eds.), Numerical Methods in Stochastic Programming, Springer, Berlin, 1988, pp. 65–94.
Cited by
195 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献