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Birge, J.R. & Wets, R.J.-B. (1983). Designing Approximation Schemes for Stochastic Optimization Problems, in Particular for Stochastic Programs with Recourse. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-83-111
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Abstract
Various approximation schemes for stochastic optimization problems involving either approximates of the probability measures and/or approximates of the objective functional, are investigated. We discuss their potential implementation as part of general procedures for solving stochastic programs with recourse.
| Item Type: | Monograph (IIASA Working Paper) |
|---|---|
| Research Programs: | System and Decision Sciences - Core (SDS) |
| Depositing User: | IIASA Import |
| Date Deposited: | 15 Jan 2016 01:52 |
| Last Modified: | 27 Aug 2021 17:11 |
| URI: | https://pure.iiasa.ac.at/2201 |
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