The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate (Q1026536): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10479-008-0355-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2082272628
@@ Property / OpenAlex ID: W2082272628 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4060253
@@ Property / cites work: Q4060253 / rank @@
+Normal rank
@@ Property / cites work @@
+Scenario reduction in stochastic programming
@@ Property / cites work: Scenario reduction in stochastic programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q3818131
@@ Property / cites work: Q3818131 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2712313
@@ Property / cites work: Q2712313 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5389785
@@ Property / cites work: Q5389785 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo bounding techniques for determinig solution quality in stochastic programs
+Normal rank
@@ Property / cites work @@
+Epi-convergent discretizations of stochastic programs via integration quadratures
+Normal rank
@@ Property / cites work @@
+Scenario tree generation for multiperiod financial optimization of optimal discretization
+Normal rank
@@ Property / cites work @@
+Q3999495
@@ Property / cites work: Q3999495 / rank @@
+Normal rank
@@ Property / cites work @@
+Calculation of the Wasserstein Distance Between Probability Distributions on the Line
+Normal rank