Statistical verification of optimality conditions for stochastic programs with recourse
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Publication:1178441
DOI10.1007/BF02204818zbMath0762.90060MaRDI QIDQ1178441
Publication date: 26 June 1992
Published in: Annals of Operations Research (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Stochastic programming (90C15) Stochastic approximation (62L20) Decomposition methods (49M27) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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