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A Remark on the Analysis of Multistage Stochastic Programs: Markov Dependence - MaRDI portal

A Remark on the Analysis of Multistage Stochastic Programs: Markov Dependence (Q4795219)

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scientific article; zbMATH DE number 1872815
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English
A Remark on the Analysis of Multistage Stochastic Programs: Markov Dependence
scientific article; zbMATH DE number 1872815

    Statements

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    23 February 2003
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    multistage stochastic programming problems
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    stability
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    estimation
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    Markov dependence
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    autoregressive sequences
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    A Remark on the Analysis of Multistage Stochastic Programs: Markov Dependence (English)
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    Identifiers