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Publication:2712312

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zbMath1015.90059MaRDI QIDQ2712312

Artur Świȩtanowski, Georg Ch. Pflug

Publication date: 6 May 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic dynamic programming problem

Mathematics Subject Classification ID

Stochastic programming (90C15) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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Medium-term planning for thermal electricity production ⋮ A stochastic programming approach for multi-period portfolio optimization ⋮ Accelerating the regularized decomposition method for two stage stochastic linear problems

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