%0 Book Section
%@ 978-3-642-00924-2
%A Nazareth, J.
%A Wets, R
%B Stochastic Programming 84 Part II
%D 1986
%E Prekopa, A.
%E Wets, R.
%F iiasa:13652
%I Springer
%P 1-28
%R 10.1007/BFb0121123
%S Mathematical Programming Study
%T Algorithms for Stochastic Programs: The Case of Nonstochastic Tenders
%U https://pure.iiasa.ac.at/id/eprint/13652/
%V 28
%X 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.