RT Book, Section
SR 00
ID 10.1007/BFb0121123
A1 Nazareth, J.
A1 Wets, R
T1 Algorithms for Stochastic Programs: The Case of Nonstochastic Tenders
YR 1986
FD 1986-04
VO 28
SP 1
OP 28
AB 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.
A2 Prekopa, A.
A2 Wets, R.
T2 Stochastic Programming 84 Part II
PB Springer
T3 Mathematical Programming Study
SN 978-3-642-00924-2
AV Published
LK https://pure.iiasa.ac.at/id/eprint/13652/