Solving multistage quantified linear optimization problems with the alpha–beta nested Benders decomposition
Quantified linear programs (QLPs) are linear programs with variables being either existentially or universally quantified. QLPs are convex multistage decision problems on the one side, and two-person zero-sum games between an existential and a universal player on the other side. Solutions of feasibl...
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| Main Authors: | , |
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| Format: | article |
| Language: | EN |
| Published: |
Elsevier
2015
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| Subjects: | |
| Online Access: | https://doaj.org/article/5b08a36d74fd4e89b12c632614eefe02 |
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