Barycentric bounds in stochastic programming: theory and application

DOI10.1007/978-1-4419-1642-6_5MaRDI QIDQ3001271zbMATH OpenOpenAlexFDO

Authors Karl Frauendorfer, Daniel Kuhn, Michael Schürle

Publication date 31 May 2011

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL https://www.alexandria.unisg.ch/21872/1/Frauendorferetal.pdf

zbMATH Keywords

regularity conditionsoptimal decisionsrecourse functions

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(6)

• Two-stage stochastic standard quadratic optimization
• Guaranteed bounds for general nondiscrete multistage risk-averse stochastic optimization programs
• On the safe side of stochastic programming: bounds and approximations
• Bounds in multi-horizon stochastic programs
• Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
• Deterministic bicriteria model for stochastic variational inequalities

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