An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse

Yongjia Song, James R. Luedtke. An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse. SIAM Journal on Optimization, 25(3):1344-1367, 2015. [doi]

Abstract

Abstract is missing.