| Title:
|
Approximate solution of stochastic programming problems with recourse (English) |
| Author:
|
Lepp, Riho |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
23 |
| Issue:
|
6 |
| Year:
|
1987 |
| Pages:
|
476-482 |
| . |
| Category:
|
math |
| . |
| MSC:
|
65K05 |
| MSC:
|
90C15 |
| idZBL:
|
Zbl 0637.90071 |
| idMR:
|
MR922623 |
| . |
| Date available:
|
2009-09-24T18:02:51Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125563 |
| . |
| Reference:
|
[1] J. R. Birge, R. J., B. Wets: Approximations and error bounds in stochastic programming.Inequalities in Statistics and Probability. IMS Lecture Notes-Monograph Series 5 (1984), 178-186. MR 0789250 |
| Reference:
|
[2] N. Dunford, J. T. Schwartz: Linear Operators.Part I. General Theory. Interscience Publishers, New York 1958. Zbl 0084.10402, MR 1009162 |
| Reference:
|
[3] J. Dupačová: Stability in stochastic programming with recourse-estimated parameters.Math. Programming 28 (1984), 1, 72-83. MR 0727419 |
| Reference:
|
[4] P. Kail: Approximations to stochastic programs with complete fixed recourse.Numer. Math. 22 (1974), 4, 333-339. MR 0363477 |
| Reference:
|
[5] P. Kail: Computational methods for solving two-stage stochastic linear programming problems.Z. Angew. Math. Phys. 30 (1979), 2, 261-271. MR 0535985 |
| Reference:
|
[6] P. Kail, D. Stoyan: Solving stochastic programming problems with recourse including error bounds.Math. Operationsforsch. Statist. Ser. Optim. 13 (1982), 3, 431 - 447. MR 0668803 |
| Reference:
|
[7] R. Lepp: Discrete approximation of linear two-stage stochastic programming problem.Numer. Funct. Anal. Optim. 9 (1987), 1/2, 19- 33. Zbl 0587.90078, MR 0867841 |
| Reference:
|
[8] P. Olsen: Discretizations of multistage stochastic programming problems.Math. Programming Stud. 6 (1970), 111-124. MR 0462589 |
| Reference:
|
[9] P. Olsen: Multistage stochastic programming with recourse as mathematical programming in an $L^{p} space.SIAM J. Control Optim. 14 (1976), 3, 528-537. MR 0414092 |
| Reference:
|
[10] R. T. Rockafellar, R. J., B. Wets: Stochastic convex programming: Basic duality.Pacific. J. Math. 62(1976), 1, 173-195. Zbl 0339.90048, MR 0416582 |
| Reference:
|
[11] F. Stummel: Discrete convergence of mappings.In: Topics in Numerical Analysis, Proc. Conf. Numer. Analysis, Dublin 1972. London 1973, 285-310. MR 0347128 |
| Reference:
|
[12] G. Vainikko: Approximative methods for nonlinear equations.Nonlinear Anal. Theory, Methods and Appl. 2 (1978), 6, 647-687. Zbl 0401.65034, MR 0512161 |
| Reference:
|
[13] G. Vainikko: On convergence of quadrature formulae method for integral equations with discontinuous kernels.Sibirsk. Mat. 1. 12 (1971), 1, 40-53. MR 0286307 |
| . |
