Multistage stochastic decision problems: approximation by recursive structures and ambiguity modeling (Q6106755)
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scientific article; zbMATH DE number 7705631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multistage stochastic decision problems: approximation by recursive structures and ambiguity modeling |
scientific article; zbMATH DE number 7705631 |
Statements
Multistage stochastic decision problems: approximation by recursive structures and ambiguity modeling (English)
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3 July 2023
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stochastic programming
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scenario tree generation
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recursive algorithms
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model error
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distributionally robust solutions
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