Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program

DOI10.1016/0167-6377(93)90003-YzbMath0778.90047OpenAlexW1985932945MaRDI QIDQ688928

Suvrajeet Sen

Publication date: 1 November 1993

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(93)90003-y

zbMATH Keywords

approximationsdifferentiability of the recourse functionsubgradient decompositiontwo stage stochastic linear program

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Stochastic programming (90C15)

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Cites Work

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