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Birge, J.R. & Wets, R.J.-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 Aug 2021 17:11 |
| URI: | https://pure.iiasa.ac.at/2234 |
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