Stability in multistage stochastic programming
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Publication:1896446
DOI10.1007/BF02031701zbMath0837.90095MaRDI QIDQ1896446
Publication date: 13 May 1996
Published in: Annals of Operations Research (Search for Journal in Brave)
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A $D_E[0,1$ representation of random upper semicontinuous functions], Projection and discretization methods in stochastic programming, Postoptimality for multistage stochastic linear programs, Quantitative stability of multistage stochastic programs via calm modifications, Sequential importance sampling algorithms for dynamic stochastic programming
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