Solving stochastic programs with simple recourse

DOI10.1080/17442508308833274zbMath0584.90067OpenAlexW2078783008MaRDI QIDQ3710300

Roger J.-B. Wets

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833274

zbMATH Keywords

approximationcontinuous distributiondiscrete simple recourselinear two-stage stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

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