Generalized bounds for convex multistage stochastic programs.

DOI10.1007/b138260zbMath1103.90069OpenAlexW1821618433MaRDI QIDQ1884597

Daniel Kuhn

Publication date: 4 November 2004

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/b138260

zbMATH Keywords

multistage stochastic programsbarycentric approximationsnonconvex relaxations

Mathematics Subject Classification ID

Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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