Version-independence and nested distributions in multistage stochastic optimization

SIAM Journal on Optimization

Volumn 20, Issue 3, 2009, Pages 1406-1420

  Pflug, G Ch ^a,b  

^a UNIVERSITY OF VIENNA   (Austria)

^b INTERNATIONAL INSTITUTE FOR APPLIED SYSTEMS ANALYSIS   (Austria)

Author keywords

Distances for stochastic processes; In distribution setting; Multistage stochastic optimization; Tree processes

Indexed keywords

CONVEX OBJECTIVES; DECISION PROBLEMS; DISCRETIZATIONS; DISTANCES FOR STOCHASTIC PROCESSES; INFORMATION STRUCTURES; LOSS FUNCTIONS; MULTISTAGE STOCHASTIC PROGRAMMING; NEW CONCEPT; OBJECTIVE FUNCTIONS; POSITIVE EFFECTS; PROBABILITY SPACES; RANDOMIZED DECISIONS; STOCHASTIC OPTIMIZATIONS; STOCHASTIC PROCESS;

OPTIMIZATION; PROFITABILITY; RANDOM PROCESSES; RANDOM VARIABLES; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

PROBABILITY DISTRIBUTIONS;

EID: 73249117567     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/080718401     Document Type: Article

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