Stochastic two-stage programming
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Publication:1310805
zbMath0794.90042MaRDI QIDQ1310805
Publication date: 20 December 1993
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
continuityoptimal value functiontwo-stage stochastic programmingsubdifferentiabilitybarycentric approximation schemebilinear functions
Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
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