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
Preview |
Text
WP-83-111.pdf Download (1MB) | Preview |
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 |
Actions (login required)
View Item |