LAGRANGIAN FINITE GENERATION TECHNIQUE FOR SOLVING LINEAR-QUADRATIC PROBLEMS IN STOCHASTIC PROGRAMMING.

Mathematical Programming Study

Volumn , Issue 28, 1986, Pages 63-93

  Rockafellar, R T ^a   Wets, R J B ^a  

^a UNIVERSITY OF WASHINGTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL PROGRAMMING, LINEAR;

LAGRANGIAN FINITE GENERATION TECHNIQUE; LINEAR-QUADRATIC PROBLEMS; STOCHASTIC PROGRAMMING;

MATHEMATICAL PROGRAMMING;

EID: 0022699539     PISSN: 03033929     EISSN: None     Source Type: Journal    
DOI: 10.1007/bfb0121126     Document Type: Article

References (12)