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ArticleSublinear upper bounds for stochastic programs with recourse

John R. Birge1989

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Articlebronze1989

Sublinear upper bounds for stochastic programs with recourse

John R. Birge · Roger J.‐B. Wets

63 citations·0/0 files stored·Mathematical Programming

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Risk and Portfolio Optimization Complexity and Algorithms in Graphs Advanced Optimization Algorithms Research

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References

1985Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs 1974Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program 1986Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse 1961On the Solution of Two-stage Linear Programs under Uncertainty 2011Stochastic programming 1983Solving stochastic programs with simple recourse 1977Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming 1966Programming under uncertainty: The complete problem

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1989Chapter VIII Stochastic programming

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Year1989

Typearticle

Published1989-01-01

VenueMathematical Programming

ISSN-L0025-5610

Languageen

Citations63

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/bf01582286

openalex_workW2033793554

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