The Scenario Generation Algorithm for Multistage Stochastic Linear Programming (Q5704240)
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scientific article; zbMATH DE number 2228404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Scenario Generation Algorithm for Multistage Stochastic Linear Programming |
scientific article; zbMATH DE number 2228404 |
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The Scenario Generation Algorithm for Multistage Stochastic Linear Programming (English)
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11 November 2005
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multistage stochastic linear program, stochastic optimization, scenario tree generation, finite element methods
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