Approximation of multistage stochastic programming problems by smoothed quantization
Martin Šmíd, Václav Kozmík
| Year of publication: |
2024
|
|---|---|
| Authors: | Šmíd, Martin ; Kozmík, Václav |
| Subject: | Approximation | Markov dependence | Multistage stochastic programming | SDDP | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Markov-Kette | Markov chain | Dynamische Optimierung | Dynamic programming |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11846-024-00733-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015134060