Scenario tree reduction for multistage stochastic programs
| Year of publication: |
2009
|
|---|---|
| Authors: | Heitsch, Holger ; Römisch, Werner |
| Published in: |
Computational Management Science. - Springer. - Vol. 6.2009, 2, p. 117-133
|
| Publisher: |
Springer |
| Subject: | Stochastic programming | Scenario reduction | Scenario tree | Multistage |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005147284