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
โฆ LIBER โฆ
Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program
โ Scribed by Suvrajeet Sen
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 357 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0167-6377
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