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]

@article{HigleS91,
  title = {Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse},
  author = {Julia L. Higle and Suvrajeet Sen},
  year = {1991},
  doi = {10.1287/moor.16.3.650},
  url = {http://dx.doi.org/10.1287/moor.16.3.650},
  researchr = {https://researchr.org/publication/HigleS91},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {16},
  number = {3},
  pages = {650-669},
}