A Distance For Multistage Stochastic Optimization Models
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Publication:2902866
DOI10.1137/110825054zbMath1262.90118OpenAlexW2023587476WikidataQ59254921 ScholiaQ59254921MaRDI QIDQ2902866
Alois Pichler, Georg Ch. Pflug
Publication date: 22 August 2012
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/af0efa655bbc79797557e9f4675c22512f9a34bc
Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
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