Decomposition in multistage stochastic programs with individual probability constraints
Year of publication: |
2006
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Authors: | Kaňková, Vlasta |
Published in: |
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005. - Berlin : Springer, ISBN 3-540-32537-9. - 2006, p. 793-798
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Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Wahrscheinlichkeitsrechnung | Probability theory | Dekompositionsverfahren | Decomposition method | Dynamische Optimierung | Dynamic programming |
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