Bounds for Two-Stage Stochastic Programs with Fixed Recourse.

N. C. P. Edirisinghe William T. Ziemba

Published in: Math. Oper. Res. (1994)

Keyphrases

stage stochastic programs
upper bound
lower bound
average case
tight bounds
worst case
linear program
optimization approaches
lower and upper bounds
error bounds
multistage
upper and lower bounds
stochastic programming
computer vision
genetic algorithm
real time
optimization methods
reinforcement learning
databases