Solving Stochastic Linear Two-Stage Problems (Numerical Results & Computational Experiences)
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In this chapter we discuss computational results achieved with applying the barycentric approximation scheme (sections 14,16,19,20) for solving stochastic linear two-stage problems with (C1)-(C5) of section 17 supposed to hold.
KeywordsRandom Vector Accuracy Change Stochastic Linear Program Extremal Distribution Stochastic Independence
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