Two-stage stochastic programming: Quasigradient method

Ermoliev, Y. (2009). Two-stage stochastic programming: Quasigradient method. In: Encyclopedia of Optimization. Eds. Floudas, C.A. & Pardalos, P.M., New York: Springer-Verlag. ISBN 978-0-387-74758-3 10.1007/978-0-387-74759-0_690.

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Item Type: Book Section
Uncontrolled Keywords: Two-stage stochastic programming problem; Dynamic two-stage stochastic programming problem; Stochastic decomposition; Anticipation; Learning and adaptation; Conditional-value-at-risk; Safety constraints
Research Programs: Integrated Modeling Environment (IME)
Bibliographic Reference: In: C.A. Floudas, P.M. Pardalos (eds); Encyclopedia of Optimization; Springer-Verlag, New York, USA pp. 3955-3959
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Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 08:42
Last Modified: 27 Aug 2021 17:20

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