Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case (Q3798480)
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scientific article; zbMATH DE number 4064772
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| English | Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case |
scientific article; zbMATH DE number 4064772 |
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Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case (English)
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1988
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upper bounds
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approximations for stochastic programs
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Bounding the expectation
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convex function
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stochastic linear programming
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recourse
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0.7890427112579346
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0.7878248691558838
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