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Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
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Testing the structure of multistage stochastic programs
Dupačová, Jitka
;
Bertocchi, Marida
;
Moriggia, Vittorio
- In:
Computational Management Science : CMS
6
(
2009
)
2
,
pp. 161-185
Persistent link: https://www.econbiz.de/10003828691
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SDDP for mutlistage stochastic programs : preprocessing via scenario reduction
Dupačová, Jitka
;
Kozmík, Václav
- In:
Computational Management Science : CMS
14
(
2017
)
1
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011710330
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