Multistage Stochastic Programs via Stochastic Parametric Optimization

DOI10.1007/978-3-540-77903-2_10zbMath1209.90282OpenAlexW2119531745MaRDI QIDQ5391878

Vlasta Kaňková

Publication date: 7 April 2011

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-77903-2_10

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites Work

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• Proper efficiency and the theory of vector maximization
• Introduction to Stochastic Programming
• A Remark on the Analysis of Multistage Stochastic Programs: Markov Dependence
• Multicriteria Optimization
• Multistage Stochastic Programming Problems; Stability and Approximation
• Scenario tree generation for multiperiod financial optimization of optimal discretization

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