Approximation of decision rules in stochastic programming

MaRDI QIDQ1335731zbMATH OpenFDO

Authors R. E. Lepp

Publication date 8 November 1994

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

single-stage stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

Recommendations

• scientific article; zbMATH DE number 3956819
• Construction of decision rules in stochastic approximation problems
• scientific article; zbMATH DE number 4039643
• scientific article; zbMATH DE number 4037608
• Discrete approximation of linear two–stage stochastic programming problem

Cited in

(14)

• Construction of decision rules in stochastic approximation problems
• Dynamic programming approach to optimization of approximate decision rules
• Approximation of value-at-risk problems with decision rules
• Monotone approximation of decision problems
• scientific article; zbMATH DE number 4199976 (Why is no real title available?)
• A Linear Decision-Based Approximation Approach to Stochastic Programming
• scientific article; zbMATH DE number 3924661 (Why is no real title available?)
• scientific article; zbMATH DE number 3956819 (Why is no real title available?)
• scientific article; zbMATH DE number 4089324 (Why is no real title available?)
• scientific article; zbMATH DE number 52399 (Why is no real title available?)
• scientific article; zbMATH DE number 1145256 (Why is no real title available?)
• Approximation of the quantile minimization problem with decision rules
• Generalized decision rule approximations for stochastic programming via liftings
• Finite approximations of data-based decision problems under imprecise probabilities

This page was built for publication: Approximation of decision rules in stochastic programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1335731)