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来源类型 | Book Section |
DOI | 10.1007/BFb0121123 |
Algorithms for Stochastic Programs: The Case of Nonstochastic Tenders. | |
Nazareth J; Wets R; Prekopa, A.; Wets, R. | |
发表日期 | 1986 |
出处 | Stochastic Programming 84 Part II. Eds. Prekopa, A. & Wets, R. , pp. 1-28 Springer. ISBN 978-3-642-00924-2 DOI: 10.1007/BFb0121123 . |
出版年 | 1986 |
语种 | 英语 |
摘要 | We consider solution strategies for stochastic programs whose deterministic equivalent programs take on the form: Find x an element of R**n, chi an element of R**m such that x greater than equivalent to 0, Ax equals b, Tx equals chi and z equals cx plus PSI ( chi ) is minimized. We suggest algorithms based upon (i) extensions of the revised simplex method, (ii) inner approximations (generalized programming techniques), (iii) outer approximations (minmax) strategies. |
URL | http://pure.iiasa.ac.at/id/eprint/13652/ |
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/133076 |
推荐引用方式 GB/T 7714 | Nazareth J,Wets R,Prekopa, A.,et al. Algorithms for Stochastic Programs: The Case of Nonstochastic Tenders.. 1986. |
条目包含的文件 | 条目无相关文件。 |
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