Reference Work Entry

Encyclopedia of Optimization

pp 1943-1945

L-shaped Method for Two-stage Stochastic Programs with Recourse

  • Francois LouveauxAffiliated withDepartment of Chemical Engineering, Princeton UniversityUniversité Namur
  • , John R. BirgeAffiliated withCenter for Applied Optimization, Department of Industrial and Systems Engineering, University of FloridaNorthwestern University

Article Outline

Keywords

L-Shaped Method for Two-Stage Stochastic Program with Bounded, Complete Recourse

See also

References

Keywords

Stochastic programming Recourse Decomposition techniques