Solving stochastic programming problems with recourse including error bounds

DOI10.1080/02331938208842805zbMath0507.90067OpenAlexW1968786366MaRDI QIDQ4745619

Peter Kall, Dietrich Stoyan

Publication date: 1982

Published in: Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938208842805

zbMATH Keywords

differentiabilityerror estimatesJensen's inequalityLipschitz continuitycomputational experiencerecourseapproximating recourse problemsconvexity and integrability assumptions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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