A Gaussian upper bound for Gaussian multi-stage stochastic linear programs (Q1373757)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Gaussian upper bound for Gaussian multi-stage stochastic linear programs |
scientific article; zbMATH DE number 1091321
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gaussian upper bound for Gaussian multi-stage stochastic linear programs |
scientific article; zbMATH DE number 1091321 |
Statements
A Gaussian upper bound for Gaussian multi-stage stochastic linear programs (English)
0 references
25 November 1997
0 references
semidefinite programming
0 references
multi-stage stochastic programs
0 references
Gaussian random variables
0 references
Gaussian right-hand sides
0 references
