Tree Approximations of Dynamic Stochastic Programs

DOI10.1137/060658552zbMath1211.90150OpenAlexW2036096064WikidataQ59255063 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

zbMATH Keywords

stochastic programmingtree approximationmultistagequality of solutiontransportation distance

Mathematics Subject Classification ID

Stochastic programming (90C15)

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