Approximations and Error Bounds in Stochastic Programming

Birge JR & Wets RJ-B (1983). Approximations and Error Bounds in Stochastic Programming. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-83-078

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Abstract

We review and complete the approximation results for stochastic programs with recourse. Since this note is to serve as a preamble to the development of software for stochastic programming problems, we also address the question of how to easily find a (starting) solution.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:53
Last Modified: 27 Jul 2016 13:21
URI: http://pure.iiasa.ac.at/2234

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