On the convergence of sampling-based decomposition algorithms for multistage stochastic programs
type: Item
instance of: scholarly article
title: On the convergence of sampling-based decomposition algorithms for multistage stochastic programs
zbMATH Open document ID: 1071.90029
author: K. Linowsky
author: A. B. Philpott
published in: Journal of Optimization Theory and Applications
publication date: 2005-06-13T00:00:00Z
full work available at URL: 10957 2004 Article 1842.pdf
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 2175540
zbMATH Keywords: Multistage stochastic programming
zbMATH Keywords: sampling
zbMATH Keywords: almost sure convergence
MaRDI profile type: Publication
OpenAlex ID: W1995265117
cites work: Multi-stage stochastic optimization applied to energy planning
cites work: Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
cites work: Inexact Cuts in Benders Decomposition
DOI: 10.1007/S10957-004-1842-Z
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description: scientific article; zbMATH DE number 2175540