scientific article; zbMATH DE number 1145256

zbMATH Open0906.90134MaRDI QIDQ4384544FDOQ4384544

Authors: Changming Ji, Kaizhou Chen, Zhongping Wan 

Publication date: 18 February 1999

Title of this publication is not available (Why is that?)

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zbMATH Keywords

single stage stochastic programssmooth approximation method

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited In (7)

• Continuous approximation schemes for stochastic programs
• An approximation-exact penalty function method of solving single stage stochastic programming
• Smooth Approximation of the Quantile Function Derivatives
• Parameterization of single-step problems in linear stochastic programming
• A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming
• Application of the smooth approximation of the probability function in some applied stochastic programming problems
• Approximation-exact penalty function method for solving a class of stochastic programming

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