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