9305331 Dantzig This research concerns stochastic programming techniques, in particular the combination of importance sampling and Bender's decomposition. It is becoming possible to solve really large practical models. Problems analyzed so far include the important class of two stage stochastic linear programs with some extensions to the multistate case. ***

Agency
National Science Foundation (NSF)
Institute
Division of Electrical, Communications and Cyber Systems (ECCS)
Application #
9305331
Program Officer
Saifur Rahman
Project Start
Project End
Budget Start
1993-12-01
Budget End
1997-05-31
Support Year
Fiscal Year
1993
Total Cost
$180,000
Indirect Cost
Name
Stanford University
Department
Type
DUNS #
City
Palo Alto
State
CA
Country
United States
Zip Code
94304