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.

Full text not available from this repository.

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
Related URLs:	Publisher - http://www.springer.com
Depositing User:	IIASA Import
Date Deposited:	15 Jan 2016 08:42
Last Modified:	27 Aug 2021 17:20
URI:	https://pure.iiasa.ac.at/8940

Actions (login required)

View Item