Barycentric bounds in stochastic programming: theory and application

DOI10.1007/978-1-4419-1642-6_5zbMATH Open1227.90026OpenAlexW1645564126MaRDI QIDQ3001271FDOQ3001271

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

Recommendations

• Generalized bounds for convex multistage stochastic programs.
• Bound-based decision rules in multistage stochastic programming
• Bounds in multistage linear stochastic programming
• Sublinear upper bounds for stochastic programs with recourse
• Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem

zbMATH Keywords

regularity conditionsoptimal decisionsrecourse functions

Mathematics Subject Classification ID

Stochastic programming (90C15)

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

This page was built for publication: Barycentric bounds in stochastic programming: theory and application

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3001271)