✦ LIBER ✦

A two-stage stochastic programming problem of the block type

✍ Scribed by V.I. Tsurkov

Publisher: Elsevier Science
Year: 1978
Weight: 583 KB
Volume: 18
Category: Article
ISSN: 0041-5553
DOI: 10.1016/0041-5553(78)90040-x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A single-stage block type stochastic pro

A single-stage block type stochastic problem with row probability constraints

✍ Yu.A. Belov 📂 Article 📅 1981 🏛 Elsevier Science ⚖ 349 KB

The solution of some stochastic two-stag

The solution of some stochastic two-stage problems

✍ D.D. Frolkin 📂 Article 📅 1984 🏛 Elsevier Science ⚖ 505 KB

Response surface analysis of two-stage s

Response surface analysis of two-stage stochastic linear programming with recourse

✍ T. Glenn Bailey; Paul A. Jensen; David P. Morton 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 429 KB 👁 2 views

We apply the techniques of response surface methodology (RSM) to approximate the objective function of a two-stage stochastic linear program with recourse. In particular, the objective function is estimated, in the region of optimality, by a quadratic function of the firststage decision variables. T

Subgradient decomposition and differenti

Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program

✍ Suvrajeet Sen 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 357 KB

Application of the scenario aggregation

Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint

✍ Henrik Jönsson; Kurt Jörnsten; Edward A. Silver 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 1014 KB

Simultaneous production of market-specif

Simultaneous production of market-specific and global products: A two-stage stochastic program with additional demand after recourse

✍ Kyle Cattani; Geraldo Ferrer; Wendell Gilland 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 439 KB