Restricted-Recourse Bounds for Stochastic Linear Programming
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Publication:2770132
DOI10.1287/opre.47.6.943zbMath0979.90095OpenAlexW1967853602MaRDI QIDQ2770132
R. Kevin Wood, David P. Morton
Publication date: 7 February 2002
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.47.6.943
Stochastic programming (90C15) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
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Sequential Bounding Methods for Two-Stage Stochastic Programs ⋮ On the safe side of stochastic programming: bounds and approximations ⋮ Optimizing strategic planning in median systems subject to uncertain disruption and gradual recovery ⋮ Bounds and Approximations for Multistage Stochastic Programs ⋮ A survey of network interdiction models and algorithms ⋮ A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions
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