Discrete approximation of linear two–stage stochastic programming problem

DOI10.1080/01630568708816224zbMath0587.90078OpenAlexW1963722999MaRDI QIDQ3714905

R. E. Lepp

Publication date: 1987

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630568708816224

zbMATH Keywords

approximate solutiondiscrete approximationsequence of solutionscomplete recourselinear two-stage stochastic programmingweak limit points

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Related Items (4)

Projection and discretization methods in stochastic programming ⋮ Stability in multistage stochastic programming ⋮ Distribution sensitivity in stochastic programming ⋮ Unnamed Item

Cites Work

• Approximations to stochastic programs with complete fixed recourse
• On the convergence of the method of mechanical quadratures for integral equations with discontinuous kernels
• Linear Programming under Uncertainty
• Discrete approximation and stability in extremal problems
• Multistage Stochastic Programming with Recourse As Mathematical Programming in an $L_p $ Space
• Approximative methods for nonlinear equations (two approaches to the convergence problem)

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