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zbMath0603.90106MaRDI QIDQ3741438

Roger J.-B. Wets

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

bunching discretization error bounds stopping criterion stochastic linear programs L-shaped algorithm choice of the step size stochastic quasigradient methods use of projection

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15)

Related Items (1)

Refining bounds for stochastic linear programs with linearly transformed independent random variables

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