Conditioning of convex piecewise linear stochastic programs (Q1396811)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditioning of convex piecewise linear stochastic programs |
scientific article |
Statements
Conditioning of convex piecewise linear stochastic programs (English)
0 references
13 July 2003
0 references
stochastic programming
0 references
Monte Carlo simulation
0 references
large deviations theory
0 references
ill-conditioned problems
0 references
