The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate (Q1026536)
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scientific article; zbMATH DE number 5570686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate |
scientific article; zbMATH DE number 5570686 |
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The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate (English)
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25 June 2009
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multistage stochastic programming problems
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approximation
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discretization
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Monte Carlo
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0.89674157
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0.89488536
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0.8869233
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0.88599586
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0.88470995
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