scientific article

zbMath0637.90071MaRDI QIDQ3778548

R.Lepp

Publication date: 1987

Full work available at URL: https://eudml.org/doc/28718

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Banach spaceRiemann integrable functionscomplete recourselinear stochastic programmingsequence of finite- dimensional problemsstability of approximations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Related Items (3)

On the convergence of sample approximations for stochastic programming problems with probabilistic criteria ⋮ Sample average approximation in a two-stage stochastic linear program with quantile criterion ⋮ Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion

Cites Work

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• Stochastic convex programming: basic duality
• Computational methods for solving two-stage stochastic linear programming problems
• Approximations to stochastic programs with complete fixed recourse
• Stability in stochastic programming with recourse-estimated parameters
• Discrete approximation of linear two–stage stochastic programming problem
• Multistage Stochastic Programming with Recourse As Mathematical Programming in an $L_p $ Space
• Approximative methods for nonlinear equations (two approaches to the convergence problem)
• Solving stochastic programming problems with recourse including error bounds

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