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scientific article; zbMATH DE number 663895
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| English | No label defined |
scientific article; zbMATH DE number 663895 |
Statements
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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0.9658749
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0.96474874
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