Inequalities in completely convex stochastic programming

DOI10.1016/0022-247X(80)90086-4zbMath0446.90062MaRDI QIDQ1146111

S. H. Smith

Publication date: 1980

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

upper boundsmulti-stage stochastic programmingexpected value of perfect informationmeasurable selection theoremcompletely convex two-stage stochastic programming problemsminimal validity conditionsweakest assumptions

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (1)

Multistage stochastic programming: Error analysis for the convex case

Cites Work

• Stochastic convex programming: basic duality
• Convexity and conditional expectations
• On a problem of convexity and its applications to nonlinear stochastic programming
• Measurable selections of extrema
• Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming
• Sharp Bounds on the Value of Perfect Information
• Inequalities for Stochastic Nonlinear Programming Problems
• Stochastic Programs with Recourse
• The Value of Information and Stochastic Programming
• Technical Note—The Continuity of the Perturbation Function of a Convex Program
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