RT Monograph
SR 00
A1 Dupacova, J.
T1 Bounds for Stochastic Programs in Particular for Recourse Problems
YR 1995
FD 1995-08
SP 19
AB In this paper, we shall discuss the bounds for the optimal value of recourse problems from the point of view of assumptions and of possible generalizations. We shall concentrate on bounds based on the first order moment conditions and to those based on sample information. We shall indicate when it is possible to remove the convexity assumptions, when there is a hope for extensions to multistage problems and we shall point out reflections of bounds and stability results.
PB WP-95-085
PP IIASA, Laxenburg, Austria
AV Published
LK https://pure.iiasa.ac.at/id/eprint/4511/