全球智库信息集成服务系统(G2TT): Combining Generalized Programming and Sampling Techniques for Stochastic Programs with Recourse.

G2TT

来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Combining Generalized Programming and Sampling Techniques for Stochastic Programs with Recourse.
	Gaivoronski AA; Nazareth JL
发表日期	1986
出版者	IIASA, Laxenburg, Austria: WP-86-044
出版年	1986
语种	英语
摘要	This paper deals with an application of generalized linear programming techniques for stochastic programming problems, particularly to stochastic programming problems with recourse. The major points which needed a clarification here were the possibility to use the estimates of the objective function instead of the exact values and to use the approximate solutions of the dual subproblem instead of the exact ones.
主题	Adaption and Optimization (ADO)
URL	http://pure.iiasa.ac.at/id/eprint/2815/
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/123314
推荐引用方式 GB/T 7714	Gaivoronski AA,Nazareth JL. Combining Generalized Programming and Sampling Techniques for Stochastic Programs with Recourse.. 1986.