Numerical evaluation of approximation methods in stochastic programming

Optimization

Volumn 59, Issue 3, 2010, Pages 401-415

  Küchler, Christian ^a   Vigerske, Stefan ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Multistage stochastic programming; Out of sample evaluation; Scenario tree

Indexed keywords

EID: 77952493106     PISSN: 02331934     EISSN: 10294945     Source Type: Journal    
DOI: 10.1080/02331931003700756     Document Type: Article

References (19)

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