Stochastic programming computation and applications

INFORMS Journal on Computing

Volumn 9, Issue 2, 1997, Pages 111-133

  Birge, John R ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Survey

Indexed keywords

EID: 0002545111     PISSN: 10919856     EISSN: None     Source Type: Journal    
DOI: 10.1287/ijoc.9.2.111     Document Type: Article

References (5)

1. K.A. ARIYAWANSA and D.D. HUDSON, 1991. Performance of a Benchmark Parallel Implementation of the Van Slyke and Wets Algorithm for Two-Stage Stochastic Programs on the Sequent/Balance, Concurrency Practice and Experience 3, 109-128.
2. K.A. ARIYAWANSA and P.L. JIANG, 1996. Polynomial Cutting Plane Algorithms for Two-Stage Stochastic Programs with Recourse, in 5th SIAM Conference on Optimization, Victoria, BC, Canada, May 20-22.
3. O. BAHN, O. DU MERLE, J.-L. COFFIN, and J.-P. VIAL, 1995. A Cutting Plane Method from Analytic Centers for Stochastic Programming, Mathematical Programming 69, 45-74.
4. M.S. BAZARAA, H.D. SHERALI, and C.M. SHETTY, 1993. Nonlinear Programming: Theory and Algorithms, Wiley, New York.
5. E.M.L. BEALE, 1955. On Minimizing a Convex Function Subject to Linear Inequalities, Journal of the Royal Statistical Society, Series B 17, 173-184.