全球智库信息集成服务系统(G2TT): A Dual Solution Procedure for Quadratic Stochastic Programs with Simple Recourse.

G2TT

来源类型	Monograph (IIASA Collaborative Paper)
规范类型	论文
	A Dual Solution Procedure for Quadratic Stochastic Programs with Simple Recourse.
	Rockafellar RT; Wets RJ-B
发表日期	1983
出版者	IIASA, Laxenburg, Austria: CP-83-017
出版年	1983
语种	英语
摘要	We exhibit a dual of a stochastic program with simple recourse -- with random parameters in the technology matrix and the right-hand sides, and with quadratic recourse costs -- that is essentially a deterministic quadratic program except for some simple stochastic upper bounds. We then describe a solution procedure for problems of this type based on a finite element representation of the dual variables.
主题	System and Decision Sciences - Core (SDS) ; Adaption and Optimization (ADO)
URL	http://pure.iiasa.ac.at/id/eprint/2365/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/122715
推荐引用方式 GB/T 7714	Rockafellar RT,Wets RJ-B. A Dual Solution Procedure for Quadratic Stochastic Programs with Simple Recourse.. 1983.