Numerical evaluation of approximation methods in stochastic programming
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Publication:3577838
DOI10.1080/02331931003700756zbMath1196.90085MaRDI QIDQ3577838
Stefan Vigerske, Christian Küchler
Publication date: 26 July 2010
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331931003700756
90C15: Stochastic programming
90C59: Approximation methods and heuristics in mathematical programming
90C39: Dynamic programming
49M25: Discrete approximations in optimal control
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