Approximations to Stochastic Programs with Complete Recourse

DOI10.1137/0328020MaRDI QIDQ3034442zbMATH OpenOpenAlexFDO

Authors Riho Lepp

Publication date 1990

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0328020

zbMATH Keywords

discrete approximationrelatively complete recoursetwo-stage stochastic convex program

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Numerical methods based on nonlinear programming (49M37) Stochastic programming (90C15) Convex programming (90C25)

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