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Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation

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  • Julia Higle
  • Lei Zhao

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  • Julia Higle & Lei Zhao, 2012. "Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation," Computational Optimization and Applications, Springer, vol. 51(2), pages 509-532, March.
    • Handle: RePEc:spr:coopap:v:51:y:2012:i:2:p:509-532
    DOI: 10.1007/s10589-010-9366-y
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    References listed on IDEAS

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    1. Birge, John R. & Louveaux, Francois V., 1988. "A multicut algorithm for two-stage stochastic linear programs," European Journal of Operational Research, Elsevier, vol. 34(3), pages 384-392, March.
    2. Jeff Linderoth & Alexander Shapiro & Stephen Wright, 2006. "The empirical behavior of sampling methods for stochastic programming," Annals of Operations Research, Springer, vol. 142(1), pages 215-241, February.
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