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Stability in two-stage multiobjective stochastic programming

✍ Scribed by G.-M. Cho


Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
306 KB
Volume
47
Category
Article
ISSN
0362-546X

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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