Galerkin methods in dynamic stochastic programming

Optimization

Volumn 59, Issue 3, 2010, Pages 339-354

  Koivu, Matti ^a   Pennanen, Teemu ^b  

^a The Finnish Financial Supervisory Authority   (Finland)

^b AALTO UNIVERSITY   (Finland)

Author keywords

Basis strategies; Convexity; Dynamic stochastic programming; Galerkin method

Indexed keywords

EID: 77952511490     PISSN: 02331934     EISSN: 10294945     Source Type: Journal    
DOI: 10.1080/02331931003696368     Document Type: Article

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