Projection and discretization methods in stochastic programming
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Publication:1893962
DOI10.1016/0377-0427(94)90379-4zbMath0827.65063OpenAlexW2027195051MaRDI QIDQ1893962
Publication date: 11 December 1995
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-0427(94)90379-4
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Linear programming (90C05) Stochastic programming (90C15)
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On the convergence of sample approximations for stochastic programming problems with probabilistic criteria, Some equilibrium problems under uncertainty and random variational inequalities, On a Class of Random Variational Inequalities on Random Sets
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