Publication:5389785

zbMath1249.90183MaRDI QIDQ5389785

Martin Šmíd, Vlasta Kaňková

Publication date: 23 April 2012

Full work available at URL: https://eudml.org/doc/33724

zbMATH Keywords

Markov dependence; deterministic approximation; approximation solution scheme; multistage stochastic programming problem

Mathematics Subject Classification ID

90C15: Stochastic programming

90C59: Approximation methods and heuristics in mathematical programming

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Cites Work

• Uniform quasi-concavity in probabilistic constrained stochastic programming
• Continuity of the feasible solution sets of probabilistic constrained programs
• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• On stability in multiobjective programming. A stochastic approach
• Quantitative stability in stochastic programming
• A note on estimates in stochastic programming
• Stability of Solutions for Stochastic Programs with Complete Recourse
• Rates of Convergence in Stochastic Programs with Complete Integer Recourse
• A Remark on the Analysis of Multistage Stochastic Programs: Markov Dependence
• Probability Inequalities for Sums of Bounded Random Variables
• Convergence properties of two-stage stochastic programming
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