Mitigating uncertainty via compromise decisions in two-stage stochastic linear programming : variance reduction
Suvrajeet Sen, Yifan Liu
| Year of publication: |
November-December 2016
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|---|---|
| Authors: | Sen, Suvrajeet ; Liu, Yifan |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 64.2016, 6, p. 1422-1437
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| Subject: | stochastic linear programming | stochastic decomposition | computational experiments | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2016.1526 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011620693