The expected loss in the discretization of multistage stochastic programming problems : estimation and convergence rate
Martin Šmíd
| Year of publication: |
2009
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|---|---|
| Authors: | Šmíd, Martin |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 165.2009, p. 29-45
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| Subject: | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Dynamisches Spiel | Dynamic game | Operations Research | Operations research |
| 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/10003811659