Analyzing the quality of the expected value solution in stochastic programming

DOI10.1007/s10479-010-0807-xzbMath1254.90142OpenAlexW2024517173MaRDI QIDQ1931643

Francesca Maggioni, Stein W. Wallace

Publication date: 15 January 2013

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

Full work available at URL: http://hdl.handle.net/10446/660

zbMATH Keywords

stochastic programmingvalue of stochastic solutionexpected value problemskeleton solutionquality of deterministic solutionupgradeability of deterministic solution

Mathematics Subject Classification ID

Stochastic programming (90C15)

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