Statistical approximations for recourse constrained stochastic programs

DOI10.1007/BF02031705MaRDI QIDQ1896451zbMATH OpenFDO

Authors Suvrajeet Sen, Julia L. Higle

Publication date 27 August 1995

Published in Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

financial planningtwo stage stochastic program with recourseconvex integrated chance constraint

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(5)

• Sample average approximation of expected value constrained stochastic programs
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• Integrated chance constraints: reduced forms and an algorithm
• Resource-constrained management of heterogeneous assets with stochastic deterioration
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