Solving sequences of refined multistage stochastic linear programs (Q1417776)
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scientific article; zbMATH DE number 2021909
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving sequences of refined multistage stochastic linear programs |
scientific article; zbMATH DE number 2021909 |
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Solving sequences of refined multistage stochastic linear programs (English)
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6 January 2004
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discretization schemes
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multistage stochastic linear programs
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optimality condition
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financial applications
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barycentric approximation
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