Stochastic programming with simple integer recourse
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/BF01582153.pdf
Reference11 articles.
1. J. Birge and F.V. Louveaux, “A multicut algorithm for two-stage stochastic linear programs,”European Journal of Operations Research 34 (1988) 384–392.
2. F.H. Clarke,Optimization and Nonsmooth Analysis (Wiley, New York, 1983).
3. G. Dantzig, “Linear programming under uncertainty,”Management Science 1 (1955) 197–206.
4. Yu. Ermoliev and R.J.-B. Wets,Numerical Techniques for Stochastic Optimization (Springer, Berlin, 1988).
5. H. Gassmann, “MSLIP, a computer code for the multistage stochastic linear programming problem,”Mathematical Programming 47 (1990) 407–423.
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