scientific article; zbMATH DE number 5064895
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Publication:5494167
zbMath1115.90041MaRDI QIDQ5494167
Arkadi Nemirovski, Alexander Shapiro
Publication date: 17 October 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convex programmingMonte Carlo samplingchance constraintscomplete recourselarge deviations boundsSAA methodmulti stage stochastic programming
Abstract computational complexity for mathematical programming problems (90C60) Stochastic programming (90C15)
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