Bounds for Stochastic Programs in Particular for Recourse Problems

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/4060 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/4060 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/4060 archive 351 disk0/00/00/45/11 2016-01-15 02:06:02 2021-08-27 17:15:15 2016-01-15 02:06:02 monograph show 2 Dupacova J. AL0616 Bounds for Stochastic Programs in Particular for Recourse Problems pub iis_cmp iis_inn iis_sys prog_opt 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. 1995-08 published WP-95-085 WP-95-085 10 1850 public working_paper IIASA, Laxenburg, Austria 19 FALSE info:eu-repo/semantics/book