ISSN:
1572-9338
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
,
Economics
Notes:
Abstract Stochastic programming problems have very large dimension and characteristic structureswhich are tractable by decomposition. We review some new developments in cutting planemethods, augmented Lagrangian and splitting methods for linear multi‐stage stochasticprogramming problems.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1018965626303