The Relationship between the L-Shaped Method and Dual Basis Factorization for Stochastic Linear Programming
- 1 January 1988
- book chapter
- Published by Springer Nature
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Computational methods for solving two-stage stochastic linear programming problemsZeitschrift für angewandte Mathematik und Physik, 1979
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic ProgrammingSIAM Journal on Applied Mathematics, 1969