Restricted-Recourse Bounds for Stochastic Linear Programming.
David P. MortonR. Kevin WoodPublished in: Oper. Res. (1999)
Keyphrases
- stage stochastic programs
- linear program
- linear programming
- optimization approaches
- stochastic programming
- mathematical programming
- feasible solution
- optimal solution
- column generation
- dynamic programming
- primal dual
- np hard
- semidefinite programming
- integer programming
- nonlinear programming
- integer program
- objective function
- network flow
- optimization methods
- neural network
- quadratic programming
- lower bound
- constraint programming
- lp relaxation
- special case
- reinforcement learning