Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case (Q3798480): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case |
scientific article |
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Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case (English)
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1988
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upper bounds
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approximations for stochastic programs
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Bounding the expectation
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convex function
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stochastic linear programming
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recourse
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