Bounds for Two-Stage Stochastic Programs with Fixed Recourse

DOI10.1287/moor.19.2.292zbMath0824.90100OpenAlexW2061418924MaRDI QIDQ4302590

William T. Ziemba, N. Chanaka P. Edirisinghe

Publication date: 21 August 1994

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.19.2.292

zbMATH Keywords

upper and lower boundsmoment informationexpected convex-concave saddle functionsstochastic linear programming with recourse

Mathematics Subject Classification ID

Stochastic programming (90C15)

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