Bounds in Multistage Linear Stochastic Programming

Journal of Optimization Theory and Applications

Volumn 163, Issue 1, 2014, Pages 200-229

  Maggioni, Francesca ^a   Allevi, Elisabetta ^b   Bertocchi, Marida ^a  

^a UNIVERSITY OF BERGAMO   (Italy)

^b UNIVERSITY OF BRESCIA   (Italy)

Author keywords

Expected value problem; Multistage stochastic programming; Skeleton solution; Value of stochastic solution

Indexed keywords

STOCHASTIC PROGRAMMING;

EXPECTED VALUE PROBLEM; EXPECTED VALUES; LINEAR STOCHASTIC PROGRAMMING; MULTI-STAGE STOCHASTIC PROGRAMMING; MULTI-STAGES; SKELETON SOLUTION; STOCHASTIC SOLUTION; STOCHASTICS; VALUE OF STOCHASTIC SOLUTION; VALUE PROBLEMS;

STOCHASTIC SYSTEMS;

EID: 84949529252     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/s10957-013-0450-1     Document Type: Article

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