Stochastic scenario decomposition for multistage stochastic programs
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 |
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