| 来源类型 | Book Section |
| DOI | 10.1007/BFb0112539 |
| A dual solution procedure for quadratic stochastic programs with simple recourse. | |
| Rockafellar RT; Wets R | |
| 发表日期 | 1983 |
| 出处 | Numerical Methods. pp. 252-265 Berlin/Heidelberg, Germany: Springer. ISBN 978-3-540-40967-0 DOI: 10.1007/BFb0112539 . |
| 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 | Resources and Environment Area (REN) |
| URL | http://pure.iiasa.ac.at/id/eprint/12059/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/132963 |
| 推荐引用方式 GB/T 7714 | Rockafellar RT,Wets R. A dual solution procedure for quadratic stochastic programs with simple recourse.. 1983. |
| 条目包含的文件 | 条目无相关文件。 | |||||
| 个性服务 |
| 推荐该条目 |
| 保存到收藏夹 |
| 导出为Endnote文件 |
| 谷歌学术 |
| 谷歌学术中相似的文章 |
| [Rockafellar RT]的文章 |
| [Wets R]的文章 |
| 百度学术 |
| 百度学术中相似的文章 |
| [Rockafellar RT]的文章 |
| [Wets R]的文章 |
| 必应学术 |
| 必应学术中相似的文章 |
| [Rockafellar RT]的文章 |
| [Wets R]的文章 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
