On the convergence of sampling-based decomposition algorithms for multistage stochastic programs (Q1780593)

From MaRDI portal





scientific article; zbMATH DE number 2175540
Language Label Description Also known as
English
On the convergence of sampling-based decomposition algorithms for multistage stochastic programs
scientific article; zbMATH DE number 2175540

    Statements

    On the convergence of sampling-based decomposition algorithms for multistage stochastic programs (English)
    0 references
    0 references
    0 references
    13 June 2005
    0 references
    Multistage stochastic programming
    0 references
    sampling
    0 references
    almost sure convergence
    0 references

    Identifiers