Algorithms

Peter Kall () and János Mayer ()
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Peter Kall: University of Zürich
János Mayer: University of Zürich

Chapter Chapter 4 in Stochastic Linear Programming, 2011, pp 285-382 from Springer

Abstract: Abstract The discussion of algorithms in this chapter is organized according to the framework of different SLP model classes, as presented in the previous chapters. A computer implementation of an algorithm will be called a solver.

Keywords: Master Problem; Sample Average Approximation; Optimal Dual Solution; Recourse Problem; Recourse Function (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/978-1-4419-7729-8_4

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