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On a dual method for a specially structured linear programming problem with application to stochastic programming.

Csaba I. FábiánAndrás PrékopaOlga Ruf-Fiedler
Published in: Optim. Methods Softw. (2002)
Keyphrases
  • linear programming
  • stochastic programming
  • objective function
  • computational complexity
  • cost function
  • sufficient conditions
  • training samples
  • multistage
  • linear program
  • primal dual
  • network flow