Implementing bounds-based approximations in convex-concave two-stage stochastic programming (Q1363431): Difference between revisions

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+N. Chanaka P. Edirisinghe
@@ Property / author: N. Chanaka P. Edirisinghe / rank @@
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+William T. Ziemba
@@ Property / author: William T. Ziemba / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
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+Bounds for Two-Stage Stochastic Programs with Fixed Recourse
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+Q4302591
@@ Property / cites work: Q4302591 / rank @@
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@@ Property / cites work @@
+Second-order scenario approximation and refinement in optimization under uncertainty
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+Q4040713
@@ Property / cites work: Q4040713 / rank @@
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@@ Property / cites work @@
+Stochastic two-stage programming
@@ Property / cites work: Stochastic two-stage programming / rank @@
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@@ Property / cites work @@
+Q3796964
@@ Property / cites work: Q3796964 / rank @@
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@@ Property / cites work @@
+Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming
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+Q4079324
@@ Property / cites work: Q4079324 / rank @@
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@@ Property / cites work @@
+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
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+Q3939603
@@ Property / cites work: Q3939603 / rank @@
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