Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse

Julia L. Higle, Suvrajeet Sen. Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse. Math. Oper. Res., 16(3):650-669, 1991. [doi]

Authors

Julia L. Higle

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Suvrajeet Sen

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