Upper bounds for Gaussian stochastic programs

DOI10.1007/S101070050079MaRDI QIDQ1806024zbMATH OpenOpenAlexFDO

Authors Geoffrey Pritchard, Golbon Zakeri

Publication date 29 July 2003

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

Full work available at URL https://doi.org/10.1007/s101070050079

zbMATH Keywords

Gaussian problemstochastic linear programsupper bound construction

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

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(6)

• Restricted-recourse bounds for stochastic linear programming
• Refining bounds for stochastic linear programs with linearly transformed independent random variables
• scientific article; zbMATH DE number 4082630 (Why is no real title available?)
• Sublinear upper bounds for stochastic programs with recourse
• scientific article; zbMATH DE number 4076968 (Why is no real title available?)
• scientific article; zbMATH DE number 433028 (Why is no real title available?)

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