%S Mathematical Programming Study
%A J. Nazareth
%A R Wets
%T Algorithms for Stochastic Programs: The Case of Nonstochastic Tenders
%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.
%P 1-28
%B Stochastic Programming 84 Part II
%E A. Prekopa
%E R. Wets
%V 28
%D 1986
%I Springer
%R 10.1007/BFb0121123
%L iiasa13652