https://pure.iiasa.ac.at/id/eprint/13652 2021-08-27T17:41:30Z info:eu-repo/semantics/descriptiveMetadata https://pure.iiasa.ac.at/id/eprint/13652/ Algorithms for Stochastic Programs: The Case of Nonstochastic Tenders Nazareth, J. Wets, R 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. Springer Prekopa, A. Wets, R. 1986-04 Book Section PeerReviewed 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>. 10.1007/BFb0121123 10.1007/BFb0121123 10.1007/BFb0121123 info:eu-repo/semantics/humanStartPage