Two-stage stochastic linear programs with incomplete information on uncertainty
Two-stage stochastic linear programming is a classical model in operations research. The usual approach to this model requires detailed information on distribution of the random variables involved. In this paper, we only assume the availability of the first and second moments information of the rand...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Elsevier BV * North-Holland
2014
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| Online Access: | http://hdl.handle.net/20.500.11937/39038 |