DISCRETE APPROXIMATION OF LINEAR TWO-STAGE STOCHASTIC PROGRAMMING PROBLEM

[1] ON APPROXIMATE MINIMIZATION OF FUNCTIONALS [J]. MATHEMATICS OF COMPUTATION, 1969, 23 (107) : 573 - &

[2] LINEAR PROGRAMMING UNDER UNCERTAINTY [J]. MANAGEMENT SCIENCE, 1955, 1 (3-4) : 197 - 206

[3] APPROXIMATIONS TO STOCHASTIC PROGRAMS WITH COMPLETE FIXED RECOURSE [J]. NUMERISCHE MATHEMATIK, 1974, 22 (04) : 333 - 339

[4] MULTISTAGE STOCHASTIC PROGRAMMING WITH RECOURSE AS MATHEMATICAL-PROGRAMMING IN AN L SPACE [J]. SIAM JOURNAL ON CONTROL, 1976, 14 (03): : 528 - 537

[5] STUMMEL F, 1973, 1972 P C NUM AN DUBL, P285

[6] VAINIKKO G, 1971, SIBIRSKI MATEMATICHE, V12, P40

[7] VAINIKKO G, 1978, NONLINEAR ANAL, V2, P647

[8] VASIN VV, 1982, USSR COMP MATH MATH, V22, P824

[1] ON APPROXIMATE MINIMIZATION OF FUNCTIONALS [J]. MATHEMATICS OF COMPUTATION, 1969, 23 (107) : 573 - &

[2] LINEAR PROGRAMMING UNDER UNCERTAINTY [J]. MANAGEMENT SCIENCE, 1955, 1 (3-4) : 197 - 206

[3] APPROXIMATIONS TO STOCHASTIC PROGRAMS WITH COMPLETE FIXED RECOURSE [J]. NUMERISCHE MATHEMATIK, 1974, 22 (04) : 333 - 339

[4] MULTISTAGE STOCHASTIC PROGRAMMING WITH RECOURSE AS MATHEMATICAL-PROGRAMMING IN AN L SPACE [J]. SIAM JOURNAL ON CONTROL, 1976, 14 (03): : 528 - 537

[5] STUMMEL F, 1973, 1972 P C NUM AN DUBL, P285

[6] VAINIKKO G, 1971, SIBIRSKI MATEMATICHE, V12, P40

[7] VAINIKKO G, 1978, NONLINEAR ANAL, V2, P647

[8] VASIN VV, 1982, USSR COMP MATH MATH, V22, P824