On the information-based complexity of stochastic programming

DOI10.1016/j.orl.2013.08.011zbMath1287.90044MaRDI QIDQ2450744

Panos Parpas, Gabriela Tavares

Publication date: 15 May 2014

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2013.08.011

zbMATH Keywords

optimization; complexity; uncertainty; stochastic programming; information-based complexity

Mathematics Subject Classification ID

90C60: Abstract computational complexity for mathematical programming problems

90C15: Stochastic programming

94A15: Information theory (general)

Uses Software

• Cuba