Generalized decision rule approximations for stochastic programming via liftings

DOI10.1007/s10107-014-0789-6zbMath1327.90152OpenAlexW2000508521WikidataQ95652354 ScholiaQ95652354MaRDI QIDQ494331

Daniel Kuhn, Wolfram Wiesemann, Angelos Georghiou

Publication date: 31 August 2015

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/103397

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Uses Software

• ROME

Cites Work

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