Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming.

Darinka Dentcheva

Published in: SIAM J. Optim. (2000)

Keyphrases

stochastic programming
multistage
linear program
chance constrained
capacity planning
error bounds
robust optimization
asset liability management
risk averse
decision making under uncertainty
multistage stochastic
fixed point
power generation
linear programming
decision making
probability distribution