A MULTICUT ALGORITHM FOR 2-STAGE STOCHASTIC LINEAR-PROGRAMS

被引：371

作者：

BIRGE, JR ^{[1
]}

LOUVEAUX, FV ^{[1
]}

机构：

[1] FAC UNIV NOTRE DAME PAIX, FAC SCI ECON & SOCIALES, B-5000 NAMUR, BELGIUM

来源：

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1988年 / 34卷 / 03期

基金：

美国国家科学基金会;

关键词：

CUTTING PLANE METHODS - MULTICUT ALGORITHM - OUTER LINEARIZATION - STOCHASTIC PROGRAMMING - TWO-STAGE STOCHASTIC LINEAR PROGRAMS;

D O I：

10.1016/0377-2217(88)90159-2

中图分类号：

C93 [管理学];

学科分类号：

12 [管理学]; 1201 [管理科学与工程]; 1202 [工商管理学]; 120202 [企业管理];

摘要：

(Edited Abstract)

引用

页码：384 / 392

页数：9

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