Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
A. B. Philpott; V. L. de Matos
| Year of publication: |
2012
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|---|---|
| Authors: | Philpott, A. B. ; Matos, V. L. de |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 218.2012, 2 (16.4.), p. 470-483
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| Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Risikoaversion | Risk aversion | Stichprobenerhebung | Sampling | Algorithmus | Algorithm | Dynamische Optimierung | Dynamic programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009505343