A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions

European Journal of Operational Research

Volumn 199, Issue 2, 2009, Pages 315-322

  Topaloglu, Huseyin ^a  

^a School of Operations Research and Industrial Engineering   (United States)

Author keywords

Lower bounds; Recourse function approximation; Stochastic programming

Indexed keywords

COMPUTATIONAL EFFORTS; COMPUTATIONAL EXPERIMENTS; DIMENSIONAL FUNCTIONS; LOWER BOUNDS; RECOURSE FUNCTION APPROXIMATION; SEPARABLE APPROXIMATIONS;

ONE DIMENSIONAL; RANDOM PROCESSES; STOCHASTIC PROGRAMMING;

CONTROL THEORY;

EID: 67349284803     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2008.11.020     Document Type: Article

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