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Convergence problems in stochastic programming models with probabilistic constraints

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  • Giovanna Redaelli

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  • Giovanna Redaelli, 1998. "Convergence problems in stochastic programming models with probabilistic constraints," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 21(1), pages 147-164, June.
    • Handle: RePEc:spr:decfin:v:21:y:1998:i:1:p:147-164
    DOI: 10.1007/BF02735320
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    References listed on IDEAS

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    1. SALINETTI, Gabriella & WETS, Roger J.-B., 1979. "On the convergence of sequences of convex sets in finite dimensions," LIDAM Reprints CORE 352, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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    Cited by:

    1. Raffaello Seri & Christine Choirat, 2013. "Scenario Approximation of Robust and Chance-Constrained Programs," Journal of Optimization Theory and Applications, Springer, vol. 158(2), pages 590-614, August.

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