scientific article; zbMATH DE number 5064895

Arkadi Nemirovski, Alexander Shapiro

Publication date: 17 October 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

convex programming Monte Carlo sampling chance constraints complete recourse large deviations bounds SAA method multi stage stochastic programming

Mathematics Subject Classification ID

Abstract computational complexity for mathematical programming problems (90C60) Stochastic programming (90C15)

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