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Solving two-stage stochastic programming problems with level decomposition

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  • Csaba Fábián
  • Zoltán Szőke

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  • Csaba Fábián & Zoltán Szőke, 2007. "Solving two-stage stochastic programming problems with level decomposition," Computational Management Science, Springer, vol. 4(4), pages 313-353, October.
    • Handle: RePEc:spr:comgts:v:4:y:2007:i:4:p:313-353
    DOI: 10.1007/s10287-006-0026-8
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    References listed on IDEAS

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    1. George B. Dantzig, 1955. "Linear Programming under Uncertainty," Management Science, INFORMS, vol. 1(3-4), pages 197-206, 04-07.
    2. George B. Dantzig & Philip Wolfe, 1960. "Decomposition Principle for Linear Programs," Operations Research, INFORMS, vol. 8(1), pages 101-111, February.
    3. Maros, Istvan, 2003. "A generalized dual phase-2 simplex algorithm," European Journal of Operational Research, Elsevier, vol. 149(1), pages 1-16, August.
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    Cited by:

    1. A. Gouda & T. Szántai, 2008. "Rare event probabilities in stochastic networks," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(4), pages 441-461, December.
    2. Béla Vizvári & Zoltán Lakner & Zsolt Csizmadia & Gergely Kovács, 2011. "A stochastic programming and simulation based analysis of the structure of production on the arable land," Annals of Operations Research, Springer, vol. 190(1), pages 325-337, October.

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