Multistage Stochastic Optimization
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Publication:2875804
DOI10.1007/978-3-319-08843-3zbMath1317.90220OpenAlexW622935592MaRDI QIDQ2875804
Alois Pichler, Georg Ch. Pflug
Publication date: 12 August 2014
Published in: Springer Series in Operations Research and Financial Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-08843-3
boundsscenario generationtime consistencydistances of probability measuresrisk and utility functions
Applications of mathematical programming (90C90) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
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