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Solving Stochastic Linear Two-Stage Problems (Numerical Results & Computational Experiences)

  • Karl Frauendorfer
Chapter
  • 72 Downloads
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 392)

Abstract

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.

Keywords

Random Vector Accuracy Change Stochastic Linear Program Extremal Distribution Stochastic Independence 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1992

Authors and Affiliations

  • Karl Frauendorfer
    • 1
  1. 1.Institute for Operations ResearchUniversity of ZurichZurichSwitzerland

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