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Stochastic decomposition : a statistical method for large scale stochastic linear programming /

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This book summarizes developments related to a class of methods called Stochastic Decomposition (SD) algorithms, which represent an important shift in the design of optimization algorithms. Unlike traditional deterministic algorithms, SD combines sampling approaches from the statistical literature w...

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Bibliographic Details
Main Author:	Higle, Julia L.
Corporate Author:	SpringerLink (Online service)
Other Authors:	Sen, Suvrajeet
Format:	eBook
Language:	English
Published:	Dordrecht ; Boston : Kluwer, [1996]
Series:	Nonconvex optimization and its applications ; v. 8.
Subjects:	Stochastic programming. Stochastische programmering. Lineaire programmering. Programmation stochastique. Algorithmus. Dekomposition. Stochastische Optimierung. Stochastische lineare Optimierung. Electronic books.
Online Access:	Connect to the full text of this electronic book

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