Discrete approximation and stability of the stochastic programming problem with complete recourse

DOI10.1016/0041-5553(87)90004-8zbMath0664.90066OpenAlexW2087273744MaRDI QIDQ3815866

R. E. Lepp

Publication date: 1987

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(87)90004-8

zbMATH Keywords

convergencediscrete approximationcomplete recourse

Mathematics Subject Classification ID

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

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