Designing Approximation Schemes for Stochastic Optimization Problems, in Particular for Stochastic Programs with Recourse

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2206 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2206 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2206 archive 351 disk0/00/00/22/01 2016-01-15 01:52:59 2021-08-27 17:11:18 2016-01-15 01:52:59 monograph show 2 Birge J.R. AL0496 Wets R.J.-B. AL1370 Designing Approximation Schemes for Stochastic Optimization Problems, in Particular for Stochastic Programs with Recourse pub iis_met prog_sds 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. 1983-11 published WP-83-111 WP-83-111 1734 2512 public working_paper IIASA, Laxenburg, Austria 71 FALSE info:eu-repo/semantics/book