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Stochastic Linear Programming Algorithms A Comparison Based on a Model Management System

Stochastic Linear Programming Algorithms: A Comparison Based on a Model Management System

1st Edition

By Janos Mayer
February 25, 1998

A computationally oriented comparison of solution algorithms for two stage and jointly chance constrained stochastic linear programming problems, this is the first book to present comparative computational results with several major stochastic programming solution approaches. The following methods ...

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