The approximation of separable stochastic programs

DOI10.1016/0377-0427(94)90377-8zbMath0824.90103OpenAlexW2005846752MaRDI QIDQ1893960

Karl Frauendorfer

Publication date: 9 November 1995

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(94)90377-8

zbMATH Keywords

convergencebarycentric approximationbounding the expectationseparable cost functionsseparable stochastic programmingsimple and linear-quadratic recourse

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

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