Barycentric bounds in stochastic programming: theory and application

DOI10.1007/978-1-4419-1642-6_5MaRDI QIDQ3001271zbMATH OpenOpenAlexFDO

Authors Karl Frauendorfer, Daniel Kuhn, Michael Schürle

Publication date 31 May 2011

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL https://www.alexandria.unisg.ch/21872/1/Frauendorferetal.pdf

zbMATH Keywords

optimal decisionsrecourse functionsregularity conditions

Mathematics Subject Classification ID

Stochastic programming (90C15)

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(7)

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• Deterministic bicriteria model for stochastic variational inequalities
• scientific article; zbMATH DE number 1304949 (Why is no real title available?)
• Guaranteed bounds for general nondiscrete multistage risk-averse stochastic optimization programs
• On the safe side of stochastic programming: bounds and approximations
• Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
• Bounds in multi-horizon stochastic programs

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