Partially observable multistage stochastic programming
Oscar Dowson, David P. Morton, Bernardo K. Pagnoncelli
| Year of publication: |
2020
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|---|---|
| Authors: | Dowson, Oscar ; Morton, David P. ; Pagnoncelli, Bernardo K. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 4, p. 505-512
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| Subject: | Bayesian | Multistage | Partially observable | Stochastic dual dynamic programming | Stochastic programming | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2020.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012294817