Two-Stage Stochastic Programs with Mixed Probabilities

DOI10.1137/050648754zbMath1211.90145OpenAlexW2071038984MaRDI QIDQ3519402

Paul Bosch, Rüdiger Schultz, Alejandro Jofre

Publication date: 14 August 2008

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050648754

zbMATH Keywords

stochastic programmingstability analysistwo-stage models

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15)

Related Items (2)

Approximation and contamination bounds for probabilistic programs ⋮ A numerical method for two-stage stochastic programs under uncertainty

This page was built for publication: Two-Stage Stochastic Programs with Mixed Probabilities