On the role of bounds in stochastic linear programming

DOI10.1080/02331930008844482zbMath0963.90045OpenAlexW2080489201MaRDI QIDQ4484947

János Mayer, Peter Kall

Publication date: 5 June 2000

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930008844482

zbMATH Keywords

two-stage stochastic linear programstest runsbounds-based algorithms

Mathematics Subject Classification ID

Stochastic programming (90C15)

Uses Software

• SLP-IOR

Cites Work

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• Bounds for Two-Stage Stochastic Programs with Fixed Recourse
• New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming
• Solving stochastic programming problems with recourse including error bounds

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