A Gaussian upper bound for Gaussian multi-stage stochastic linear programs
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Publication:1373757
zbMath0891.90131MaRDI QIDQ1373757
Eithan Schweitzer, Mordecai Avriel
Publication date: 25 November 1997
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
semidefinite programming; Gaussian random variables; multi-stage stochastic programs; Gaussian right-hand sides
90C15: Stochastic programming
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