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On complexity of multistage stochastic programs - MaRDI portal

On complexity of multistage stochastic programs (Q2583700)

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On complexity of multistage stochastic programs
scientific article

    Statements

    title
    On complexity of multistage stochastic programs (English)
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    publication date
    18 January 2006
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    zbMATH Keywords
    stochastic programming
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    Monte Carlo sampling
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    sample average method
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    large deviations exponential bounds
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    complexity
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    author
    Alexander Shapiro
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    Identifiers

    zbMATH DE Number
    2248249
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    OpenAlex ID
    W2064227123
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