Solving stochastic programming problems with recourse including error bounds
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Publication:4745619
DOI10.1080/02331938208842805zbMath0507.90067OpenAlexW1968786366MaRDI QIDQ4745619
Publication date: 1982
Published in: Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331938208842805
differentiabilityerror estimatesJensen's inequalityLipschitz continuitycomputational experiencerecourseapproximating recourse problemsconvexity and integrability assumptions
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