Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case
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Publication:3798480
DOI10.1287/moor.13.3.377zbMath0652.90080OpenAlexW2165543410MaRDI QIDQ3798480
Publication date: 1988
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.13.3.377
upper boundsconvex functionrecoursestochastic linear programmingapproximations for stochastic programsBounding the expectation
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