Stochastic scenario decomposition for multistage stochastic programs
Julia L. Higle; Brenda Rayco and Suvrajeet Sen
| Year of publication: |
2010
|
|---|---|
| Authors: | Higle, Julia L. ; Rayco, Brenda ; Sen, Suvrajeet |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 21.2010, 1, p. 39-66
|
| Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Dekompositionsverfahren | Decomposition method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003984204