Improving aggregation bounds for two-stage stochastic programs (Q1306461): Difference between revisions
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scientific article
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English | Improving aggregation bounds for two-stage stochastic programs |
scientific article |
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Improving aggregation bounds for two-stage stochastic programs (English)
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4 March 2001
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aggregation bounds
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two-stage stochastic programs
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lower bound
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upper bound
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Jensen's inequality
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