Aggregation bounds in stochastic linear programming-Reference-Cited by-同舟云学术

Aggregation bounds in stochastic linear programming

Published:1985-01 Issue:1 Volume:31 Page:25-41
ISSN:0025-5610
Container-title:Mathematical Programming
language:en
Short-container-title:Mathematical Programming

Author:

Birge John R.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Link

http://link.springer.com/content/pdf/10.1007/BF02591859.pdf

Reference18 articles.

1. Technical Report;R.W. Ashford,1982

2. E.M.L. Beale, “On minimizing a convex function subject to linear inequalities”,J. Royal Stat. Soc. 17 (1955) 173–184.

3. E.M.L. Beale, J.J.H. Forrest, and C. Taylor, “Multi-time period stochastic programming”, in: M.A.H. Dempster, ed,Stochastic programming (Academic Press, New York, 1980) pp. 387–402.

4. Technical Report 82-6;J.R. Birge,1982

5. J.R. Birge and R.J.-B. Wets, “Approximations and error bounds in stochastic programming”, in: Y.L. Tong, ed.,Proceedings of the symposium on inequalities in statistics and probability, to appear.

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