Numerical techniques in applied multistage stochastic programming

DOI10.1007/0-306-47648-7_7MaRDI QIDQ2999081zbMATH OpenOpenAlexFDO

Authors Karl Frauendorfer, Gido Haarbrücker

Publication date 11 May 2011

Published in Nonconvex Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL https://www.alexandria.unisg.ch/7068/1/Frauendorfer_Haarbr%C3%BCcker_NumericalTechniquesInAppliedMultistageStochasticProgramming.pdf

zbMATH Keywords

discretizationlarge-scale linear programmultistage stochastic linear programmingnumerical techniques

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15) Dynamic programming (90C39)

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