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
Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time
✍ Scribed by J. Dupačová; K. Sladký
- Publisher
- John Wiley and Sons
- Year
- 2002
- Tongue
- English
- Weight
- 194 KB
- Volume
- 82
- Category
- Article
- ISSN
- 0044-2267
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