Restricted recourse strategies for bounding the expected network recourse function

DOI10.1007/BF02187649MaRDI QIDQ1918432zbMATH OpenFDO

Authors Linos F. Frantzeskakis, Warren Powell

Publication date 23 February 1997

Published in Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

bounds for the expected recourse functioncycle recoursenetwork recourse

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 3961334 (Why is no real title available?)
• A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
• A Successive Linear Approximation Procedure for Stochastic, Dynamic Vehicle Allocation Problems
• A piecewise linear upper bound on the network recourse function
• A tight upper bound for the expectation of a convex function of a multivariate random variable
• Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
• Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming
• Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
• More bounds on the expectation of a convex function of a random variable
• Refining bounds for stochastic linear programs with linearly transformed independent random variables
• Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case
• Solving stochastic programming problems with recourse including error bounds

Cited in

(4)

• A piecewise linear upper bound on the network recourse function
• Solving stochastic programs with network recourse
• Bounding procedures for multistage stochastic dynamic networks
• A successive convex approximation method for multistage workforce capacity planning problem with turnover

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