Newton's method for quadratic stochastic programs with recourse
β Scribed by Xiaojun Chen; Liqun Qi; Robert S. Womersley
- Book ID
- 107989063
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 870 KB
- Volume
- 60
- Category
- Article
- ISSN
- 0377-0427
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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
stochastic programming is concerned with practical procedures for decision making under uncertainty, by modelling uncertainties and risks associated with decision in a form suitable for optimization. The field is developing rapidly with contributions from many disciplines such as operations research