Journal of applied mathematics & informatics

한국전산응용수학회 (The Korean Society for Computational and Applied Mathematics)
권호 표지

L-SHAPED ALGORITHM FOR TWO STAGE PROBLEMS OF STOCHASTIC CONVEX PROGRAMMING

  • Tang, Hengyong (Department of Mathematics, Shenyang Normal University) ;
  • Zhao, Yufang (Department of Mathematics, Shenyang Normal University)
  • 발행 : 2003.09.01

⟨ 이전 논문 다음 논문 ⟩

초록

In this paper we study two stage problems of stochastic convex programming. Solving the problems is very hard. A L-shaped method for it is given. The implement of the algorithm is simple, so less computation work is needed. The result of computation shows that the algorithm is effective.

키워드

참고문헌

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