A Remark on the Analysis of Multistage Stochastic Programs: Markov Dependence
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Publication:4795219
DOI<781::AID-ZAMM781>3.0.CO;2-1 10.1002/1521-4001(200211)82:11/12<781::AID-ZAMM781>3.0.CO;2-1zbMath1028.90031MaRDI QIDQ4795219
Publication date: 23 February 2003
Full work available at URL: https://doi.org/10.1002/1521-4001(200211)82:11/12<781::aid-zamm781>3.0.co;2-1
stability; estimation; Markov dependence; multistage stochastic programming problems; autoregressive sequences
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