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)

Recommendations

• Multistage stochastic programming problems; stability and approximation
• Stability in multistage stochastic programming
• On Stability of Multistage Stochastic Programs
• scientific article; zbMATH DE number 1594523
• Stability of multistage stochastic programming

Cited in

(6)

• scientific article; zbMATH DE number 3941410 (Why is no real title available?)
• scientific article; zbMATH DE number 7733443 (Why is no real title available?)
• scientific article; zbMATH DE number 800004 (Why is no real title available?)
• Multistage stochastic decision problems: approximation by recursive structures and ambiguity modeling
• On approximation in multistage stochastic programs: Markov dependence
• The value of the stochastic solution in multistage problems

This page was built for publication: On stability of multistage stochastic decision problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5395211)