Upper bounds for Gaussian stochastic programs

DOI10.1007/s101070050079zbMath1015.90060OpenAlexW2037847950MaRDI QIDQ1806024

Geoffrey Pritchard, Golbon Zakeri

Publication date: 29 July 2003

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

Full work available at URL: https://doi.org/10.1007/s101070050079

zbMATH Keywords

stochastic linear programsGaussian problemupper bound construction

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

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