Epi-convergent discretizations of stochastic programs via integration quadratures
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Publication:1770258
DOI10.1007/s00211-004-0571-4zbMath1063.65047OpenAlexW2051718289MaRDI QIDQ1770258
Publication date: 14 April 2005
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/8950
Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15)
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