Bounds in multistage linear stochastic programming

DOI10.1007/s10957-013-0450-1zbMath1330.90062MaRDI QIDQ467481

Elisabetta Allevi, Francesca Maggioni, Marida Bertocchi

Publication date: 3 November 2014

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-013-0450-1

zbMATH Keywords

multistage stochastic programming; value of stochastic solution; expected value problem; skeleton solution

Mathematics Subject Classification ID

90C15: Stochastic programming

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