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Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution.
András Prékopa
Published in:
ZOR Methods Model. Oper. Res. (1990)
Keyphrases
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objective function
probability distribution
stochastic programming
genetic algorithm
cost function
dynamic programming
support vector machine
combinatorial optimization
multistage stochastic
central limit theorem