On the scenario-tree optimal-value error for stochastic programming problems
Julien Keutchayan, David Munger, Michel Gendreau
| Year of publication: |
2020
|
|---|---|
| Authors: | Keutchayan, Julien ; Munger, David ; Gendreau, Michel |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 4, p. 1572-1595
|
| Subject: | multistage stochastic programming | stochastic optimization | problem-driven scenario trees | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2019.1043 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012320344