eprintid: 4511
rev_number: 22
eprint_status: archive
userid: 351
dir: disk0/00/00/45/11
datestamp: 2016-01-15 02:06:02
lastmod: 2021-08-27 17:15:15
status_changed: 2016-01-15 02:06:02
type: monograph
metadata_visibility: show
item_issues_count: 2
creators_name: Dupacova, J.
creators_id: AL0616
title: Bounds for Stochastic Programs in Particular for Recourse Problems
ispublished: pub
internal_subjects: iis_cmp
internal_subjects: iis_inn
internal_subjects: iis_sys
divisions: prog_opt
abstract: 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.
date: 1995-08
date_type: published
publisher: WP-95-085
iiasapubid: WP-95-085
price: 10
creators_browse_id: 1850
full_text_status: public
monograph_type: working_paper
place_of_pub: IIASA, Laxenburg, Austria
pages: 19
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/book
citation:   Dupacova, J. <https://pure.iiasa.ac.at/view/iiasa/1850.html>  (1995).  Bounds for Stochastic Programs in Particular for Recourse Problems.   IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-085     
document_url: https://pure.iiasa.ac.at/id/eprint/4511/1/WP-95-085.pdf