Statistical approximations for recourse constrained stochastic programs

DOI10.1007/BF02031705zbMATH Open0835.90053MaRDI QIDQ1896451FDOQ1896451

Authors: Suvrajeet Sen, Julia L. Higle 

Publication date: 27 August 1995

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

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zbMATH Keywords

financial planningtwo stage stochastic program with recourseconvex integrated chance constraint

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

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• On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization
• Algorithms and computational techniques in differential dynamic programming

Cited In (5)

• Sample average approximation of expected value constrained stochastic programs
• Title not available (Why is that?)
• Integrated chance constraints: reduced forms and an algorithm
• Resource-constrained management of heterogeneous assets with stochastic deterioration
• Title not available (Why is that?)

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