On sample average approximation for two-stage stochastic programs without relatively complete recourse

DOI10.1007/s10107-021-01753-9zbMath1506.90177arXiv1912.13078OpenAlexW2997549357MaRDI QIDQ2097656

Rui Chen, James R. Luedtke

Publication date: 14 November 2022

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

Full work available at URL: https://arxiv.org/abs/1912.13078

zbMATH Keywords

stochastic programmingmixed integer programmingchance constraintssample average approximation

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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