relation: https://pure.iiasa.ac.at/id/eprint/13652/
title: Algorithms for Stochastic Programs: The Case of Nonstochastic Tenders
creator: Nazareth, J.
creator: Wets, R
description: 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.
publisher: Springer
contributor: Prekopa, A.
contributor: Wets, R.
date: 1986-04
type: Book Section
type: PeerReviewed
identifier:   Nazareth, J. <https://pure.iiasa.ac.at/view/iiasa/2226.html> & Wets, R <https://pure.iiasa.ac.at/view/iiasa/2512.html>  (1986).  Algorithms for Stochastic Programs: The Case of Nonstochastic Tenders.    In:  Stochastic Programming 84 Part II. Eds. Prekopa, A. & Wets, R. <https://pure.iiasa.ac.at/view/iiasa/2512.html>, pp. 1-28 Springer.  ISBN 978-3-642-00924-2 10.1007/BFb0121123 <https://doi.org/10.1007/BFb0121123>.     
relation: 10.1007/BFb0121123
identifier: 10.1007/BFb0121123
doi: 10.1007/BFb0121123