scientific article; zbMATH DE number 3583592
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Publication:4152037
zbMATH Open0374.90053MaRDI QIDQ4152037FDOQ4152037
Authors: Paul Olsen 
Publication date: 1976
Title of this publication is not available (Why is that?)
Cited In (13)
- 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
- On the scenario-tree optimal-value error for stochastic programming problems
- Title not available (Why is that?)
- Multistage stochastic programming: Error analysis for the convex case
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures
- 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
- Numerical study of discretizations of multistage stochastic programs
- Distribution sensitivity in stochastic programming
- From infinite to finite programs: explicit error bounds with applications to approximate dynamic programming
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