On the number of stages in multistage stochastic programs
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Publication:827133
DOI10.1007/s10479-019-03181-7zbMath1456.90115OpenAlexW2915771420MaRDI QIDQ827133
Giovanni Pantuso, Trine Krogh Boomsma
Publication date: 6 January 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-019-03181-7
boundsmultistage stochastic programmingoptimization under uncertaintyvalue of the stochastic solution
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