Sublinear upper bounds for stochastic programs with recourse
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Cited in
(24)- A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
- Improving aggregation bounds for two-stage stochastic programs
- Refining bounds for stochastic linear programs with linearly transformed independent random variables
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- Bounding the variance of the approximation error.
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- Continuous approximation schemes for stochastic programs
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- An arc-exchange decomposition method for multistage dynamic networks with random arc capacities
- The approximation of separable stochastic programs
- Generalized decision rule approximations for stochastic programming via liftings
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- Parallel processors for planning under uncertainty
- Projection and discretization methods in stochastic programming
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- An upper bound on the expected value of a non-increasing convex function with convex marginal return functions
- A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions
- An alternating method for stochastic linear programming with simple recourse
- Bounding multi-stage stochastic programs from above
- An upper bound on the expectation of simplicial functions of multivariate random variables
- A polynomial-time solution scheme for quadratic stochastic programs
- A hybrid genetic algorithm for scheduling jobs sharing multiple resources under uncertainty
- Distribution sensitivity in stochastic programming
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