Risk-averse feasible policies for large-scale multistage stochastic linear programs

2012 ◽  
Vol 138 (1-2) ◽  
pp. 167-198 ◽  
Author(s):  
Vincent Guigues ◽  
Claudia Sagastizábal
Keyword(s):  
Large Scale ◽  
Linear Programs ◽  
Risk Averse ◽  
Stochastic Linear Programs ◽  
Multistage Stochastic Linear Programs

scholarly journals A warm-start approach for large-scale stochastic linear programs

2009 ◽  
Vol 127 (2) ◽  
pp. 371-397 ◽  
Author(s):  
Marco Colombo ◽  
Jacek Gondzio ◽  
Andreas Grothey
Keyword(s):  
Large Scale ◽  
Linear Programs ◽  
Warm Start ◽  
Stochastic Linear Programs
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