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scientific article; zbMATH DE number 663895
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scientific article; zbMATH DE number 663895

    Statements

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    18 October 1994
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    dynamic systems
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    Bellman principle
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    dynamic programming
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    stochastic decision tree
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    event tree
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    scenario aggregation
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    recourse
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    probabilistic constraints
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    approximation
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    bounds
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    L-shaped method
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    stochastic decomposition algorithm
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    stochastic quasigradient methods
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    integer two- stage stochastic programs
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    preprocessing
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    network problems
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    stochastic PERT problem
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