scientific article; zbMATH DE number 663895

Publication date: 18 October 1994

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

dynamic programming approximation bounds scenario aggregation dynamic systems network problems preprocessing event tree L-shaped method probabilistic constraints recourse Bellman principle stochastic quasigradient methods stochastic decomposition algorithm integer two- stage stochastic programs stochastic decision tree stochastic PERT problem

Mathematics Subject Classification ID

Stochastic programming (90C15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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