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

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Latest revision as of 17:46, 1 July 2024

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The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate
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    The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate (English)
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    25 June 2009
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    multistage stochastic programming problems
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    approximation
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    discretization
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    Monte Carlo
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