A Remark on the Analysis of Multistage Stochastic Programs: Markov Dependence

DOI<link itemprop=identifier href="https://doi.org/10.1002/1521-4001(200211)82:11/12<781::AID-ZAMM781>3.0.CO;2-1" /><781::AID-ZAMM781>3.0.CO;2-1 10.1002/1521-4001(200211)82:11/12<781::AID-ZAMM781>3.0.CO;2-1zbMath1028.90031OpenAlexW2124777322MaRDI QIDQ4795219

Vlasta Kaňková

Publication date: 23 February 2003

Full work available at URL: https://doi.org/10.1002/1521-4001(200211)82:11/12<781::aid-zamm781>3.0.co;2-1

zbMATH Keywords

stabilityestimationMarkov dependencemultistage stochastic programming problemsautoregressive sequences

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

Related Items (3)

Unnamed Item ⋮ Multistage Stochastic Programs via Stochastic Parametric Optimization ⋮ Unnamed Item

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