Multistage stochastic decision problems : approximation by recursive structures and ambiguity modeling
Georg Ch. Pflug
| Year of publication: |
2023
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|---|---|
| Authors: | Pflug, Georg |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 306.2023, 3 (1.5.), p. 1027-1039
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| Subject: | Stochastic programming | Scenario tree generation | Recursive algorithms | Model error | Distributionally robust solutions | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Algorithmus | Algorithm | Dynamische Optimierung | Dynamic programming | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014279689