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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time |
scientific article; zbMATH DE number 1872813 |
Statements
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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