On complexity of multistage stochastic programs (Q2583700)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On complexity of multistage stochastic programs |
scientific article |
Statements
On complexity of multistage stochastic programs (English)
0 references
18 January 2006
0 references
stochastic programming
0 references
Monte Carlo sampling
0 references
sample average method
0 references
large deviations exponential bounds
0 references
complexity
0 references
