The value of the stochastic solution in stochastic linear programs with fixed recourse
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Publication:3968764
DOI10.1007/BF01585113zbMath0502.90065WikidataQ91470104 ScholiaQ91470104MaRDI QIDQ3968764
Publication date: 1982
Published in: Mathematical Programming (Search for Journal in Brave)
expected value problemexpected value of perfect informationvalue of the stochastic solutiontwo-stage stochastic programfixed recourse
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- Stochastic Programming with Recourse: A Modification from an Applications Viewpoint
- Sharp Bounds on the Value of Perfect Information
- Stochastic Programs with Recourse
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- Upper Bounds, Secondary Constraints, and Block Triangularity in Linear Programming
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