Postoptimality for multistage stochastic linear programs.

Jitka Dupacová

Published in: Ann. Oper. Res. (1995)

Keyphrases

multistage stochastic
linear program
linear programming
simplex method
stochastic programming
integer program
primal dual
mixed integer
optimal solution
np hard
column generation
dynamic programming
objective function
convex functions
learning algorithm
multi objective
simplex algorithm