Projection and discretization methods in stochastic programming

DOI10.1016/0377-0427(94)90379-4zbMath0827.65063OpenAlexW2027195051MaRDI QIDQ1893962

R.Lepp

Publication date: 11 December 1995

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(94)90379-4

zbMATH Keywords

projection methoddiscretization methodstochastic program

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Linear programming (90C05) Stochastic programming (90C15)

Related Items

On the convergence of sample approximations for stochastic programming problems with probabilistic criteria, Some equilibrium problems under uncertainty and random variational inequalities, On a Class of Random Variational Inequalities on Random Sets

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