Tree Approximations of Dynamic Stochastic Programs
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Publication:3519422
DOI10.1137/060658552zbMath1211.90150WikidataQ59255063 ScholiaQ59255063MaRDI QIDQ3519422
Radoslava Mirkov, Georg Ch. Pflug
Publication date: 14 August 2008
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/060658552
stochastic programming; tree approximation; multistage; quality of solution; transportation distance
90C15: Stochastic programming
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