Continuous approximation schemes for stochastic programs
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Publication:1896441
DOI10.1007/BF02031698zbMATH Open0838.90087OpenAlexW1977433610MaRDI QIDQ1896441FDOQ1896441
Authors: Liqun Qi, John R. Birge 
Publication date: 27 August 1995
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02031698
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Cited In (4)
- Continuous approximation schemes for stochastic programs
- An SQP-type method and its application in stochastic programs
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
- An information-based approximation scheme for stochastic optimization problems in continuous time
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