Numerical Techniques in Applied Multistage Stochastic Programming

DOI10.1007/0-306-47648-7_7zbMath1211.90147OpenAlexW2261469091MaRDI QIDQ2999081

Gido Haarbrücker, Karl Frauendorfer

Publication date: 11 May 2011

Published in: Nonconvex Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL: https://www.alexandria.unisg.ch/7068/1/Frauendorfer_Haarbr%C3%BCcker_NumericalTechniquesInAppliedMultistageStochasticProgramming.pdf

zbMATH Keywords

discretizationnumerical techniquesmultistage stochastic linear programminglarge-scale linear program

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15) Dynamic programming (90C39)

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