On stability of multistage stochastic decision problems

MaRDI QIDQ5395211zbMATH OpenFDO

Authors Alexander Mänz, Silvia Vogel

Publication date 2 November 2006

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Stochastic models in economics (91B70)

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(6)

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• On approximation in multistage stochastic programs: Markov dependence
• Multistage stochastic decision problems: approximation by recursive structures and ambiguity modeling
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