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Approximate nonlinear programming algorithms for solving stochastic programs with recourse

โœ Scribed by Jinde Wang


Book ID
112711968
Publisher
Springer US
Year
1991
Tongue
English
Weight
561 KB
Volume
31
Category
Article
ISSN
0254-5330

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Solving stochastic programs with network
โœ Stein W. Wallace ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 997 KB

In this paper we provide computational procedures for solving stochastic programs with network recourse. Special attention is paid to the feasibility problem, and we show how to solve the recourse or second stage problem. This problem is how to solve a large number of networks where the only differe