Statistical approximations for recourse constrained stochastic programs

DOI10.1007/BF02031705zbMath0835.90053MaRDI QIDQ1896451

Suvrajeet Sen, Julia L. Higle

Publication date: 27 August 1995

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

zbMATH Keywords

financial planningtwo stage stochastic program with recourseconvex integrated chance constraint

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items

Sample average approximation of expected value constrained stochastic programs, Resource-constrained management of heterogeneous assets with stochastic deterioration

Cites Work

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