Stochastic programs with binary distributions : structural properties of scenario trees and algorithms
Vit Prochazka, Stein W. Wallace
| Year of publication: |
October 2018
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|---|---|
| Authors: | Prochazka, Vit ; Wallace, Stein W. |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 15.2018, 3/4, p. 397-410
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| Subject: | Stochastic programming | Scenarios | Binary random variables | Algorithms | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Dynamische Optimierung | Dynamic programming | Zufallsvariable | Random variable |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-018-0312-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011922960