On sample average approximation for two-stage stochastic programs without relatively complete recourse
Author:
Funder
National Science Foundation
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
https://link.springer.com/content/pdf/10.1007/s10107-021-01753-9.pdf
Reference31 articles.
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4. Birge, J.R., Louveaux, F.: Introduction to Stochastic Programming. Springer, Berlin (2011)
5. Calafiore, G., Campi, M.C.: Uncertain convex programs: randomized solutions and confidence levels. Math. Program. 102(1), 25–46 (2005)
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