Bounds for Two-Stage Stochastic Programs with Fixed Recourse
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Publication:4302590
DOI10.1287/moor.19.2.292zbMath0824.90100OpenAlexW2061418924MaRDI QIDQ4302590
William T. Ziemba, N. Chanaka P. Edirisinghe
Publication date: 21 August 1994
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.19.2.292
upper and lower boundsmoment informationexpected convex-concave saddle functionsstochastic linear programming with recourse
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