A piecewise linear upper bound on the network recourse function
- 1 June 1987
- journal article
- Published by Springer Nature in Mathematical Programming
- Vol. 38 (2) , 133-146
- https://doi.org/10.1007/bf02604638
Abstract
No abstract availableKeywords
This publication has 11 references indexed in Scilit:
- A Two-Stage Stochastic Facility-Location Problem with Time-Dependent SupplyPublished by Springer Nature ,1988
- Refining bounds for stochastic linear programs with linearly transformed independent random variablesOperations Research Letters, 1986
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recoursePublished by Springer Nature ,1986
- A tight upper bound for the expectation of a convex function of a multivariate random variablePublished by Springer Nature ,1986
- Decomposition and Partitioning Methods for Multistage Stochastic Linear ProgramsOperations Research, 1985
- Network Design and Transportation Planning: Models and AlgorithmsTransportation Science, 1984
- NETGEN: A Program for Generating Large Scale Capacitated Assignment, Transportation, and Minimum Cost Flow Network ProblemsManagement Science, 1974
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic ProgrammingSIAM Journal on Applied Mathematics, 1969
- Partitioning procedures for solving mixed-variables programming problemsNumerische Mathematik, 1962
- Bounds on the Expectation of a Convex Function of a Multivariate Random VariableThe Annals of Mathematical Statistics, 1959