A Gaussian upper bound for Gaussian multi-stage stochastic linear programs (Q1373757)
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scientific article; zbMATH DE number 1091321
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| English | A Gaussian upper bound for Gaussian multi-stage stochastic linear programs |
scientific article; zbMATH DE number 1091321 |
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A Gaussian upper bound for Gaussian multi-stage stochastic linear programs (English)
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25 November 1997
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semidefinite programming
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multi-stage stochastic programs
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Gaussian random variables
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Gaussian right-hand sides
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0.9116471409797668
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0.8127065300941467
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0.8069581389427185
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