Implementing bounds-based approximations in convex-concave two-stage stochastic programming (Q1363431)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Implementing bounds-based approximations in convex-concave two-stage stochastic programming |
scientific article; zbMATH DE number 1046475
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Implementing bounds-based approximations in convex-concave two-stage stochastic programming |
scientific article; zbMATH DE number 1046475 |
Statements
Implementing bounds-based approximations in convex-concave two-stage stochastic programming (English)
0 references
7 August 1997
0 references
bounds on expectation of saddle functions
0 references
partitioning strategies for rectangles
0 references
\(L\)-shaped decomposition
0 references
bounds-based approximations
0 references
two-stage stochastic programs with fixed recourse
0 references
numerical experiments
0 references
successive scenario clusters
0 references
0 references
0 references
0.7880429029464722
0 references
0.7783068418502808
0 references
0.7693756222724915
0 references
0.7661227583885193
0 references
0.7621382474899292
0 references
