Continuous approximation schemes for stochastic programs

DOI10.1007/BF02031698zbMath0838.90087OpenAlexW1977433610MaRDI QIDQ1896441

Liqun Qi, John R. Birge

Publication date: 27 August 1995

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02031698

zbMATH Keywords

complexity of discrete approximation schemesdifferentiability propertystochastic two-stage programs

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (2)

Continuous approximation schemes for stochastic programs ⋮ An SQP-type method and its application in stochastic programs

Uses Software

• Algorithm 647

Cites Work

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• A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
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• Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
• Semiregularity and Generalized Subdifferentials with Applications to Optimization
• Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators

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