Tight Bounds for Stochastic Convex Programs

DOI10.1287/opre.40.4.660zbMath0767.90057OpenAlexW2022985650MaRDI QIDQ4022924

William T. Ziemba, N. Chanaka P. Edirisinghe

Publication date: 17 January 1993

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.40.4.660

zbMATH Keywords

two-stage stochastic convex program

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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