Projection and discretization methods in stochastic programming
type: Item
instance of: scholarly article
title: Projection and discretization methods in stochastic programming
zbMATH Open document ID: 0827.65063
DOI: 10.1016/0377-0427(94)90379-4
author: Riho Lepp
published in: Journal of Computational and Applied Mathematics
publication date: 1995-12-11T00:00:00Z
review text: The paper reviews and makes several remarks on differences between projection and modern discretization approaches in the approximate solution of linear and nonlinear stochastic programs with recourse.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 773887
zbMATH Keywords: projection method
zbMATH Keywords: discretization method
zbMATH Keywords: stochastic program
reviewed by: Ping-Qi Pan
MaRDI profile type: Publication
full work available at URL: 0377-0427(94)90379-4
OpenAlex ID: W2027195051
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description: scientific article; zbMATH DE number 773887