A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions

DOI10.1016/j.ejor.2008.11.020zbMath1176.90448OpenAlexW2086877536MaRDI QIDQ1042140

Huseyin Topaloglu

Publication date: 7 December 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2008.11.020

zbMATH Keywords

stochastic programminglower boundsrecourse function approximation

Mathematics Subject Classification ID

Stochastic programming (90C15)

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