Bounds for Two-Stage Stochastic Programs with Fixed Recourse (Q4302590)

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scientific article; zbMATH DE number 622004
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Bounds for Two-Stage Stochastic Programs with Fixed Recourse
scientific article; zbMATH DE number 622004

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    Bounds for Two-Stage Stochastic Programs with Fixed Recourse (English)
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    21 August 1994
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    upper and lower bounds
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    expected convex-concave saddle functions
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    stochastic linear programming with recourse
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    moment information
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