Barycentric Bounds in Stochastic Programming: Theory and Application

DOI10.1007/978-1-4419-1642-6_5zbMath1227.90026OpenAlexW1645564126MaRDI QIDQ3001271

Karl Frauendorfer, Daniel Kuhn, Michael Schürle

Publication date: 31 May 2011

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL: https://www.alexandria.unisg.ch/21872/1/Frauendorferetal.pdf

zbMATH Keywords

regularity conditionsoptimal decisionsrecourse functions

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (5)

Bounds in multi-horizon stochastic programs ⋮ On the safe side of stochastic programming: bounds and approximations ⋮ Bounds for Multistage Mixed-Integer Distributionally Robust Optimization ⋮ Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs ⋮ Two-stage stochastic standard quadratic optimization

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