Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time (Q4795217)

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scientific article; zbMATH DE number 1872813
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    Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time
    scientific article; zbMATH DE number 1872813

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      23 February 2003
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      multistate stochastic programs
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      recourse
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      dynamic programming
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      Markov decision processes
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      Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time (English)
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