Approximation of decision rules in stochastic programming

MaRDI QIDQ1335731zbMATH OpenFDO

Authors R. E. Lepp

Publication date 8 November 1994

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

single-stage stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

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• Dynamic programming approach to optimization of approximate decision rules

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