Linear-Quadratic Programming Problems with Stochastic Penalties: The Finite Generation Algorithm

Rockafellar, R.T. & Wets, R.J.-B. (1985). Linear-Quadratic Programming Problems with Stochastic Penalties: The Finite Generation Algorithm. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-85-045

[thumbnail of WP-85-045.pdf]
Preview
Text
WP-85-045.pdf

Download (532kB) | Preview
Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:56
Last Modified: 27 Aug 2021 17:12
URI: https://pure.iiasa.ac.at/2655

Actions (login required)

View Item View Item