Bounds for Two-Stage Stochastic Programs with Fixed Recourse

N. C. P. Edirisinghe, William T. Ziemba. Bounds for Two-Stage Stochastic Programs with Fixed Recourse. Math. Oper. Res., 19(2):292-313, 1994. [doi]

@article{EdirisingheZ94,
  title = {Bounds for Two-Stage Stochastic Programs with Fixed Recourse},
  author = {N. C. P. Edirisinghe and William T. Ziemba},
  year = {1994},
  doi = {10.1287/moor.19.2.292},
  url = {http://dx.doi.org/10.1287/moor.19.2.292},
  researchr = {https://researchr.org/publication/EdirisingheZ94},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {19},
  number = {2},
  pages = {292-313},
}