On Solution of Stochastic Linear Programs by Discretization Methods

DOI10.1007/0-306-47648-7_11zbMath1211.90148OpenAlexW6324839MaRDI QIDQ2999085

Kurt Marti

Publication date: 11 May 2011

Published in: Nonconvex Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-306-47648-7_11

zbMATH Keywords

a priori error boundsdiscretization methodsinvariant probability distributionsstochastic linear programs (SLP)

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Related Items (2)

News ⋮ Unnamed Item

This page was built for publication: On Solution of Stochastic Linear Programs by Discretization Methods