Online Resource
Berlin : Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
Series Statement:
Stochastic Programming E-Print Series 2002,2002,7
Content:
We consider multiple simple recourse (MSR) models, both continuous and integer versions, which generalize the corresponding simple recourse (SR) models by allowing for a refined penalty cost structure for individual shortages and surpluses. It will be shown that (convex approximations of) such MSR models can be repre-sented as explicitly specified continuous SR models, and thus can be solved efficiently by existing algorithms.
Language:
English
URN:
urn:nbn:de:kobv:11-10058397
URL:
Volltext
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