Quantcast

A solution procedure for the two-stage stochastic program with simple recourse

Research paper by H. J. Cleef

Indexed on: 01 Feb '81Published on: 01 Feb '81Published in: Mathematical Methods of Operations Research



Abstract

For the stochastic program with simple recourse a solution procedure is given which generates a finite sequence of linear ‘substitutive-programs’ so that, finally either the initially given problem is proved to be unsolvable or an optimal solution for it is given by the optimal solution of the ‘substitutive program’.