On complexity of multistage stochastic programs (Q2583700): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q207146 |
||
Property / author | |||
Property / author: Alexander Shapiro / rank | |||
Revision as of 21:47, 10 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On complexity of multistage stochastic programs |
scientific article |
Statements
On complexity of multistage stochastic programs (English)
0 references
18 January 2006
0 references
stochastic programming
0 references
Monte Carlo sampling
0 references
sample average method
0 references
large deviations exponential bounds
0 references
complexity
0 references