On solution of stochastic linear programs by discretization methods

DOI10.1007/0-306-47648-7_11MaRDI QIDQ2999085zbMATH OpenOpenAlexFDO

Authors Kurt Marti

Publication date 11 May 2011

Published in Nonconvex Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/0-306-47648-7_11

zbMATH Keywords

a priori error boundsdiscretization methodsinvariant probability distributionsstochastic linear programs (SLP)

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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(9)

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