TY  - CHAP
ID  - iiasa13652
UR  - https://pure.iiasa.ac.at/id/eprint/13652/
A1  - Nazareth, J.
A1  - Wets, R
N2  - 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.
ED  - Prekopa, A.
ED  - Wets, R.
M1  - 28
TI  - Algorithms for Stochastic Programs: The Case of Nonstochastic Tenders
AV  - none
EP  - 28
Y1  - 1986/04//
PB  - Springer
T3  - Mathematical Programming Study
SN  - 0303-3929
SP  - 1
T2  - Stochastic Programming 84 Part II
ER  -