Analyzing the quality of the expected value solution in stochastic programming

Annals of Operations Research

Volumn 200, Issue 1, 2012, Pages 37-54

  Maggioni, Francesca ^a   Wallace, Stein W ^b  

^a UNIVERSITY OF BERGAMO   (Italy)

^b LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Expected value problem; Quality of deterministic solution; Skeleton solution; Stochastic programming; Upgradeability of deterministic solution; Value of stochastic solution

Indexed keywords

EID: 84867404267     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-010-0807-x     Document Type: Article

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