L-SHAPED LINEAR PROGRAMS WITH APPLICATIONS TO OPTIMAL CONTROL AND STOCHASTIC PROGRAMMING

被引：767

作者：

VANSLYKE, RM

WETS, R

机构：

来源：

SIAM JOURNAL ON APPLIED MATHEMATICS | 1969年 / 17卷 / 04期

关键词：

D O I：

10.1137/0117061

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Description of cutting hyperplane algorithm which is shown to be equivalent to a partial decomposition algorithm of the dual program. Applications of the curring hyperplane algorithm to a linear optimal control problem and stochastic programming problem.

引用

页码：638 / +

页数：1

共 31 条

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