scientific article; zbMATH DE number 3924661

MaRDI QIDQ3699593zbMATH OpenFDO

Authors Werner Römisch

Publication date 1985

zbMATH Keywords

convergencestochastic optimizationapproximation schemestwo-stage stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20) Numerical methods in optimal control (49M99)

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(22)

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• Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems
• Extension technology and extrema selections in a stochastic multistart algorithm for optimal control problems
• Optimization Under Stochastic Uncertainty
• An approximation scheme for stochastic dynamic optimization problems
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• Approximations of Stochastic Optimization Problems Subject to Measurability Constraints

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