Yan Tie-cheng. A Fast Algorithm and Perturbation Analysis for A Class of Problems in“Wait and See”[J]. Journal of Beijing University of Technology, 1986, 12(4): 97-100.
    Citation: Yan Tie-cheng. A Fast Algorithm and Perturbation Analysis for A Class of Problems in“Wait and See”[J]. Journal of Beijing University of Technology, 1986, 12(4): 97-100.

    A Fast Algorithm and Perturbation Analysis for A Class of Problems in“Wait and See”

    • In this paper, a fast algorithm for a class of problems in "wait and see" in stochastic programming is discussed and a perturbation analysis for this method is given.
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