Upper bounds for Gaussian stochastic programs

DOI10.1007/S101070050079zbMATH Open1015.90060OpenAlexW2037847950MaRDI QIDQ1806024FDOQ1806024

Authors: Geoffrey Pritchard, Golbon Zakeri 

Publication date: 29 July 2003

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s101070050079

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zbMATH Keywords

Gaussian problemstochastic linear programsupper bound construction

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

Cited In (6)

• Restricted-recourse bounds for stochastic linear programming
• Refining bounds for stochastic linear programs with linearly transformed independent random variables
• Title not available (Why is that?)
• Sublinear upper bounds for stochastic programs with recourse
• Title not available (Why is that?)
• Title not available (Why is that?)

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