Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation

DOI10.1023/A:1018961525394zbMath0919.90117OpenAlexW153653021MaRDI QIDQ1289298

N. Chanaka P. Edirisinghe

Publication date: 28 June 1999

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1018961525394

zbMATH Keywords

multistage stochastic programmingbounding techniquesscenario approximationnonanticipative feasibilitynonanticipativity aggregationrow aggregation

Mathematics Subject Classification ID

Stochastic programming (90C15)

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