Epi-Convergent Discretizations of Multistage Stochastic Programs
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Publication:5704220
DOI10.1287/moor.1040.0114zbMath1082.90078OpenAlexW2097641368MaRDI QIDQ5704220
Publication date: 11 November 2005
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/831ca46d0e987de26a465981594d31084e0bfa03
Convex programming (90C25) Stochastic programming (90C15) Methods involving semicontinuity and convergence; relaxation (49J45) Discrete approximations in optimal control (49M25)
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