scientific article; zbMATH DE number 3583592
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Publication:4152037
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(13)- From infinite to finite programs: explicit error bounds with applications to approximate dynamic programming
- Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
- A stochastic programming model for asset liability management of a Finnish pension company
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- scientific article; zbMATH DE number 7733443 (Why is no real title available?)
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures
- Multistage stochastic programming: Error analysis for the convex case
- Stability in multistage stochastic programming
- Stochastic programming approach to optimization under uncertainty
- Projection and discretization methods in stochastic programming
- Sequential importance sampling algorithms for dynamic stochastic programming
- Distribution sensitivity in stochastic programming
- Numerical study of discretizations of multistage stochastic programs
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