A dual solution procedure for quadratic stochastic programs with simple recourse
- 1 January 1983
- book chapter
- Published by Springer Nature in Lecture Notes in Mathematics
- p. 252-265
- https://doi.org/10.1007/bfb0112539
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Solving stochastic programs with simple recourseStochastics, 1983
- Large-scale linearly constrained optimizationMathematical Programming, 1978
- The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality ConstraintsSIAM Journal on Control and Optimization, 1978
- An algorithm for quadratic programmingNaval Research Logistics Quarterly, 1956