Sublinear upper bounds for stochastic programs with recourse.
John R. BirgeRoger J.-B. WetsPublished in: Math. Program. (1989)
Keyphrases
- upper bound
- lower bound
- upper and lower bounds
- stochastic programming
- worst case
- multistage
- branch and bound
- tight bounds
- branch and bound algorithm
- lower and upper bounds
- stage stochastic programs
- generalization error
- efficiently computable
- vc dimension
- sample complexity
- neural network
- concept classes
- linear program
- sample size
- permutation flowshop
- markov random field
- objective function