Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time

DOI<link itemprop=identifier href="https://doi.org/10.1002/1521-4001(200211)82:11/12<753::AID-ZAMM753>3.0.CO;2-5" /><753::AID-ZAMM753>3.0.CO;2-5 10.1002/1521-4001(200211)82:11/12<753::AID-ZAMM753>3.0.CO;2-5zbMath1058.90040OpenAlexW2024976017MaRDI QIDQ4795217

Jitka Dupačová, Karel Sladký

Publication date: 23 February 2003

Full work available at URL: https://doi.org/10.1002/1521-4001(200211)82:11/12<753::aid-zamm753>3.0.co;2-5

zbMATH Keywords

dynamic programmingMarkov decision processesrecoursemultistate stochastic programs

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (2)

A multi-step rolled forward chance-constrained model and a proactive dynamic approach for the wheat crop quality control problem ⋮ Special issue: topics in stochastic programming

This page was built for publication: Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time