Multistage stochastic programs via autoregressive sequences and individual probability constraints (Q3604332)
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scientific article; zbMATH DE number 5511102
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| English | Multistage stochastic programs via autoregressive sequences and individual probability constraints |
scientific article; zbMATH DE number 5511102 |
Statements
24 February 2009
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multistage stochastic programming problem
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individual probability constraints
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autoregressive sequence
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Wasserstein metric
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empirical estimates
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multiobjective problems
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0.8169668912887573
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0.809848964214325
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0.8022571206092834
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0.7993137240409851
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