scientific article; zbMATH DE number 1187213

zbMATH Open0911.90266MaRDI QIDQ3840422FDOQ3840422

Authors: Karl Frauendorfer, Ch. Marohn 

Publication date: 10 August 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

discretizationapproximationuncertain datarefinement schemelinear stochastic multistage programsmultidimensional discrete-time stochastic process

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited In (10)

• Compromise policy for multi-stage stochastic linear programming: variance and bias reduction
• Solving sequences of refined multistage stochastic linear programs
• Management of non-maturing deposits by multistage stochastic programming
• Version-independence and nested distributions in multistage stochastic optimization
• Exact Quantization of Multistage Stochastic Linear Problems
• Testing the structure of multistage stochastic programs
• An effective heuristic for multistage linear programming with a stochastic right-hand side
• Reflections on output analysis for multistage stochastic linear programms
• Applications of stochastic programming: Achievements and questions
• Horizon and stages in applications of stochastic programming in finance

Uses Software

• MSLiP

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