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

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Stochastic Two-Stage Programming

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 392))

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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.

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© 1992 Springer-Verlag Berlin Heidelberg

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Frauendorfer, K. (1992). Solving Stochastic Linear Two-Stage Problems (Numerical Results & Computational Experiences). In: Stochastic Two-Stage Programming. Lecture Notes in Economics and Mathematical Systems, vol 392. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-95696-6_7

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  • DOI: https://doi.org/10.1007/978-3-642-95696-6_7

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56097-5

  • Online ISBN: 978-3-642-95696-6

  • eBook Packages: Springer Book Archive

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