Bounding procedures for multistage stochastic dynamic networks
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Publication:3141765
DOI10.1002/net.3230230702zbMath0804.90050MaRDI QIDQ3141765
Warren B. Powell, Linos F. Frantzeskakis
Publication date: 1 November 1993
Published in: Networks (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/net.3230230702
Monte-Carlo simulations; expected recourse function; multistage dynamic networks; random link capacities
Cites Work
- A tight upper bound for the expectation of a convex function of a multivariate random variable
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
- Solving stochastic programming problems with recourse including error bounds
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