Restricted Bayes strategies for convex stochastic programs

DOI10.1007/BF02844415zbMath0552.90072MaRDI QIDQ801815

Raymond Nadeau, Radu Theodorescu

Publication date: 1984

Published in: Rendiconti del Circolo Matemàtico di Palermo. Serie II (Search for Journal in Brave)

zbMATH Keywords

simple recourseConvex stochastic programsrestricted Bayes strategy

Mathematics Subject Classification ID

Stochastic programming (90C15) 2-person games (91A05)

Cites Work

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• Computational methods for solving two-stage stochastic linear programming problems
• Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
• Restricted Bayes Strategies for Programs with Simple Recourse
• Inequalities for Stochastic Nonlinear Programming Problems
• Convex Analysis
• Computational Algorithms for Convex Stochastic Programs with Simple Recourse

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