Stochastic multi-stage optimization. At the crossroads between discrete time stochastic control and stochastic programming

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Publication:5249299

DOI10.1007/978-3-319-18138-7zbMATH Open1336.90066OpenAlexW2228673237MaRDI QIDQ5249299FDOQ5249299


Authors: Guy Cohen, Michel De Lara, Pierre Carpentier, Jean-Philippe Chancelier Edit this on Wikidata


Publication date: 30 April 2015

Published in: Probability Theory and Stochastic Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-18138-7




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