Adaptive discretization of convex multistage stochastic programs (Q1006551)
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scientific article; zbMATH DE number 5532793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive discretization of convex multistage stochastic programs |
scientific article; zbMATH DE number 5532793 |
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Adaptive discretization of convex multistage stochastic programs (English)
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25 March 2009
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stochastic programming
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multistage
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scenario tree
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scenario reduction
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adaptive discretization
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0.8686074018478394
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0.8428206443786621
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0.8422930836677551
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0.8418713808059692
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