Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming by S. Sen, Julia L. Higle

Stochastic Decomposition: A Statistical Method for Large Scale Stochastic Linear Programming

Nonconvex Optimization and Its Applications

S. Sen, Julia L. Higle

222 pages missing pub info (editions)

nonfiction business mathematics informative medium-paced

Description

Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP optimization models. There are several arenas model is appropriate, and such models ha...

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