Barycentric scenario trees in convex multistage stochastic programming

DOI10.1007/BF02592156zbMath0874.90144OpenAlexW1977380350MaRDI QIDQ1363430

Karl Frauendorfer

Publication date: 7 August 1997

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02592156

zbMATH Keywords

approximation of convex stochastic multistage programssequential stochastic decision process

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Markov and semi-Markov decision processes (90C40)

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Uses Software

• MSLiP

Cites Work

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