Multistage stochastic decision problems: approximation by recursive structures and ambiguity modeling

DOI10.1016/j.ejor.2022.04.002OpenAlexW4226498409MaRDI QIDQ6106755

Georg Ch. Pflug

Publication date: 3 July 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2022.04.002

zbMATH Keywords

stochastic programmingrecursive algorithmsmodel errorscenario tree generationdistributionally robust solutions

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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