Publication:5389785
From MaRDI portal
zbMath1249.90183MaRDI QIDQ5389785
Publication date: 23 April 2012
Full work available at URL: https://eudml.org/doc/33724
Markov dependence; deterministic approximation; approximation solution scheme; multistage stochastic programming problem
90C15: Stochastic programming
90C59: Approximation methods and heuristics in mathematical programming
Related Items
Unnamed Item, Multistage Stochastic Programs via Stochastic Parametric Optimization, The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate, Unnamed Item, Unnamed Item, Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Uniform quasi-concavity in probabilistic constrained stochastic programming
- Continuity of the feasible solution sets of probabilistic constrained programs
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
- On stability in multiobjective programming. A stochastic approach
- Quantitative stability in stochastic programming
- A note on estimates in stochastic programming
- Stability of Solutions for Stochastic Programs with Complete Recourse
- Rates of Convergence in Stochastic Programs with Complete Integer Recourse
- Probability Inequalities for Sums of Bounded Random Variables
- Convergence properties of two-stage stochastic programming
