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Conditioning of convex piecewise linear stochastic programs - MaRDI portal

Conditioning of convex piecewise linear stochastic programs (Q1396811)

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scientific article; zbMATH DE number 1948543
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English
Conditioning of convex piecewise linear stochastic programs
scientific article; zbMATH DE number 1948543

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    Conditioning of convex piecewise linear stochastic programs (English)
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    13 July 2003
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    stochastic programming
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    Monte Carlo simulation
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    large deviations theory
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    ill-conditioned problems
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