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On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs - MaRDI portal

On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs (Q313286)

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scientific article; zbMATH DE number 6625976
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English
On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
scientific article; zbMATH DE number 6625976

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    On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs (English)
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    9 September 2016
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    scenario approach
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    randomized optimization
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    uncertain systems
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    approximate dynamic programming
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