Sublinear upper bounds for stochastic programs with recourse

DOI10.1007/BF01582286zbMath0663.90063OpenAlexW2033793554MaRDI QIDQ1115346

John R. Birge, Roger J.-B. Wets

Publication date: 1989

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01582286

zbMATH Keywords

dualitystochastic linear program with recoursesublinear approximations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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