Modelling history-dependent parameters in the SMPS format for stochastic programming (Q5452008)
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scientific article; zbMATH DE number 5254965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling history-dependent parameters in the SMPS format for stochastic programming |
scientific article; zbMATH DE number 5254965 |
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Modelling history-dependent parameters in the SMPS format for stochastic programming (English)
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27 March 2008
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stochastic programming
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SMPS format
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model representation
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ARMA models
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history-dependent distributions
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