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Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation - MaRDI portal

Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation (Q1289298)

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scientific article; zbMATH DE number 1292469
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English
Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation
scientific article; zbMATH DE number 1292469

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    Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation (English)
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    28 June 1999
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    row aggregation
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    nonanticipative feasibility
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    scenario approximation
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    bounding techniques
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    multistage stochastic programming
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    nonanticipativity aggregation
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