A piecewise linear upper bound on the network recourse function (Q3770284): Difference between revisions

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+Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
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+Refining bounds for stochastic linear programs with linearly transformed independent random variables
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+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
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+Partitioning procedures for solving mixed-variables programming problems
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+Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
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+Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
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+Solving stochastic programming problems with recourse including error bounds
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+A tight upper bound for the expectation of a convex function of a multivariate random variable
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+Q3730336
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+NETGEN: A Program for Generating Large Scale Capacitated Assignment, Transportation, and Minimum Cost Flow Network Problems
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+Solving stochastic programs with network recourse
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