A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions
Huseyin Topaloglu
| Year of publication: |
2009
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| Authors: | Topaloğlu, Hüseyin |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 199.2009, 2 (1.12.), p. 315-322
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| Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003864925