SCOPUS 정보 검색 플랫폼

Volumn 24, Issue 3, 1999, Pages 127-137

Improving aggregation bounds for two-stage stochastic programs

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTATIONAL COMPLEXITY; CONSTRAINT THEORY; MATRIX ALGEBRA; RANDOM PROCESSES;

JENSEN'S INEQUALITY;

LINEAR PROGRAMMING;

EID: 0032624948 PISSN: 01676377 EISSN: None Source Type: Journal
DOI: 10.1016/S0167-6377(99)00019-X Document Type: Article

Times cited : (15)

References (14)

1
- 0003636164
- Prentice-Hall, Englewood Cliffs, NJ
- D.P. Bertsekas, J.N. Tsitsiklis, Parallel and Distributed Computation: Numerical Methods, Prentice-Hall, Englewood Cliffs, NJ, 1989.
- (1989) Parallel and Distributed Computation: Numerical Methods
- Bertsekas, D.P.¹ Tsitsiklis, J.N.²

2
- 0021855437
- Aggregation bounds in stochastic linear programming
- Birge J.R. Aggregation bounds in stochastic linear programming. Math. Programm. 31:1985;25-41.
- (1985) Math. Programm. , vol.31 , pp. 25-41
- Birge, J.R.¹

3
- 0032155558
- Successive approximation of linear control models
- Birge J.R., Takriti S. Successive approximation of linear control models. SIAM J. Control Optim. 37(1):1998;165-176.
- (1998) SIAM J. Control Optim. , vol.37 , Issue.1 , pp. 165-176
- Birge, J.R.¹ Takriti, S.²

4
- 0024608748
- Sublinear upper bounds for stochastic programs with recourse
- Birge J.R., Wets R.J.-B. Sublinear upper bounds for stochastic programs with recourse. Math. Programm. 43:1989;131-149.
- (1989) Math. Programm. , vol.43 , pp. 131-149
- Birge, J.R.¹ Wets, R.J.-B.²

5
- 0003404231
- The Scientific Press
- R. Fourer, D.M. Gay, B.W. Kernighan, AMPL: A Modeling Language For Mathematical Programming, The Scientific Press, 1993. http: // plan9.bell-labs.com / cm / cs / what / ampl / BOOK / index.html.
- (1993) AMPL: A Modeling Language for Mathematical Programming
- Fourer, R.¹ Gay, D.M.² Kernighan, B.W.³

6
- 34249957971
- MSLIP: A computer code for the multistage stochastic linear programming problem
- Gassmann H. MSLIP: a computer code for the multistage stochastic linear programming problem. Math. Programm. 47:1990;407-423.
- (1990) Math. Programm. , vol.47 , pp. 407-423
- Gassmann, H.¹

7
- 0004236492
- The Johns Hopkins University Press
- G.H. Golub, C.F. Van Loan, Matrix Computations, The Johns Hopkins University Press, 1989.
- (1989) Matrix Computations
- Golub, G.H.¹ Van Loan, C.F.²

8
- 0020751913
- Error bounds for the aggregated convex programming problem
- Huberman G. Error bounds for the aggregated convex programming problem. Math. Programm. 26:1983;100-108.
- (1983) Math. Programm. , vol.26 , pp. 100-108
- Huberman, G.¹

9
- 0003454993
- IBM, February SC23-0519-04
- IBM, Optimization Subroutine Library: Guide and Reference, fifth ed., February 1995. SC23-0519-04.
- (1995) Optimization Subroutine Library: Guide and Reference, Fifth Ed.

10
- 0003410673
- Wiley, New York
- P. Kall, S.W. Wallace, Stochastic Programming, Wiley, New York, 1994.
- (1994) Stochastic Programming
- Kall, P.¹ Wallace, S.W.²

11
- 0003848071
- Dover, New York
- A.N. Kolmogorov, S.V. Fomin, Introductory Real Analysis, Dover, New York, 1975.
- (1975) Introductory Real Analysis
- Kolmogorov, A.N.¹ Fomin, S.V.²

12
- 0007724010
- Primal-dual aggregation and disaggregation for stochastic linear programs
- Wright S.E. Primal-dual aggregation and disaggregation for stochastic linear programs. Math. Oper. Res. 19(4):1994;893-908.
- (1994) Math. Oper. Res , vol.19 , Issue.4 , pp. 893-908
- Wright, S.E.¹

13
- 0019032977
- Bounds for row-aggregation in linear programming
- Zipkin P.H. Bounds for row-aggregation in linear programming. Oper. Res. 28(4):1980;903-916.
- (1980) Oper. Res , vol.28 , Issue.4 , pp. 903-916
- Zipkin, P.H.¹

14
- 0018998304
- Bounds on the effect of aggregating variables in linear programs
- Zipkin P.H. Bounds on the effect of aggregating variables in linear programs. Oper. Res. 28(2):1980;403-418.
- (1980) Oper. Res. , vol.28 , Issue.2 , pp. 403-418
- Zipkin, P.H.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.