The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate (Q1026536): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate |
scientific article |
Statements
The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate (English)
0 references
25 June 2009
0 references
multistage stochastic programming problems
0 references
approximation
0 references
discretization
0 references
Monte Carlo
0 references
