@incollection{iiasa13652, volume = {28}, month = {April}, series = {Mathematical Programming Study}, booktitle = {Stochastic Programming 84 Part II}, editor = {A. Prekopa and R. Wets}, title = {Algorithms for Stochastic Programs: The Case of Nonstochastic Tenders}, publisher = {Springer}, year = {1986}, doi = {10.1007/BFb0121123}, pages = {1--28}, url = {https://pure.iiasa.ac.at/id/eprint/13652/}, isbn = {978-3-642-00924-2}, issn = {0303-3929}, abstract = {We consider solution strategies for stochastic programs whose deterministic equivalent programs take on the form: Find x an element of R**n, chi an element of R**m such that x greater than equivalent to 0, Ax equals b, Tx equals chi and z equals cx plus PSI ( chi ) is minimized. We suggest algorithms based upon (i) extensions of the revised simplex method, (ii) inner approximations (generalized programming techniques), (iii) outer approximations (minmax) strategies.}, author = {Nazareth, J. and Wets, R} }