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Improving aggregation bounds for two-stage stochastic programs - MaRDI portal

Improving aggregation bounds for two-stage stochastic programs (Q1306461)

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scientific article; zbMATH DE number 1347268
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Improving aggregation bounds for two-stage stochastic programs
scientific article; zbMATH DE number 1347268

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    Improving aggregation bounds for two-stage stochastic programs (English)
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    4 March 2001
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    aggregation bounds
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    two-stage stochastic programs
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    lower bound
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    upper bound
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    Jensen's inequality
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