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Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints

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Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints
In this paper we present a parallel method for solving two-stage stochastic linear programs with restricted recourse. The mathematical model considered here can be used to represent several real-world applications, including
Patrizia Beraldi, Lucio Grandinetti, Roberto Musma
Added 19 Dec 2010
Updated 19 Dec 2010
Type Journal
Year 2000
Where PC
Authors Patrizia Beraldi, Lucio Grandinetti, Roberto Musmanno, Chefi Triki
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