Solving stochastic programming problems with recourse including error bounds (Q4745619)
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scientific article; zbMATH DE number 3801307
Language | Label | Description | Also known as |
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English | Solving stochastic programming problems with recourse including error bounds |
scientific article; zbMATH DE number 3801307 |
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Solving stochastic programming problems with recourse including error bounds (English)
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1982
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convexity and integrability assumptions
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Lipschitz continuity
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differentiability
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recourse
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Jensen's inequality
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error estimates
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approximating recourse problems
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computational experience
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