Improving constants of strong convexity in linear stochastic programming
Year of publication: |
2022
|
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Authors: | Claus, Matthias ; Spürkel, Kai |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 50.2022, 1, p. 76-83
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Subject: | Linear recourse | Stochastic programming | Strong convexity | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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