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- W2005846752 abstract "Stochastic programming (SP) problems with separable cost functions are considered, special attention being paid to simple and linear-quadratic recourse. Using barycentric approximation schemes and their features, we derive convergent (sub)sequences of approximate solutions and of associated error bounds for the given problem, based on structural properties that until now have not been exploited. A further contribution of the present paper is seen in the convergence statements yielding argmin-convergence. Assuming the sets of global minimizers of the approximate functions are nonempty, argmin-convergence is obtained by restricting the conditions of epi-convergence to the sets of minimizers that correspond to the approximate functions." @default.
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- W2005846752 date "1994-12-01" @default.
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- W2005846752 title "The approximation of separable stochastic programs" @default.
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- W2005846752 doi "https://doi.org/10.1016/0377-0427(94)90377-8" @default.
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