Bounds and Approximations for Multistage Stochastic Programs (Q2796801): Difference between revisions

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+Georg Ch. Pflug
@@ Property / author: Georg Ch. Pflug / rank @@
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+MaRDI publication profile
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+W2304662403
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+Linear Programming in O([n3/ln n]L) Operations
@@ Property / cites work: Linear Programming in O([n3/ln n]L) Operations / rank @@
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+The value of the stochastic solution in stochastic linear programs with fixed recourse
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+Introduction to Stochastic Programming
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+Optimization with Stochastic Dominance Constraints
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+The value of the stochastic solution in multistage problems
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+Generalized bounds for convex multistage stochastic programs.
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+Aggregation and discretization in multistage stochastic programming
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+An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time
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+Analyzing the quality of the expected value solution in stochastic programming
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+Bounds in multistage linear stochastic programming
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+Monte Carlo bounding techniques for determinig solution quality in stochastic programs
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+Restricted-Recourse Bounds for Stochastic Linear Programming
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+On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions
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+Q3528030
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+Version-Independence and Nested Distributions in Multistage Stochastic Optimization
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+A Distance For Multistage Stochastic Optimization Models
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+A hierarchy of bounds for stochastic mixed-integer programs
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