A Min-Max-Max-Min Approach to Solving a Stochastic Programming Problem with Simple Recourse
Year of publication: |
1992
|
---|---|
Authors: | White, D. J. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 38.1992, 4, p. 540-554
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | stochastic programming | algorithm | saddle point |
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