| Autor: |
Kalcsics, Jörg, Nickel, Stefan, Kaňková, Vlasta |
| Zdroj: |
Operations Research Proceedings 2007; 2008, p63-68, 6p |
| Abstrakt: |
Multistage stochastic programming problems can be defined as a finite system of (mostly parametric) one-stage stochastic programming problems with an inner type of dependence (for details see e.g. [1], [2], [6]). Employing this approach we can introduce the multistage (M+1-stage, M ≥ 1) stochastic programming problem as the problem. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Supplemental Index |
| Externí odkaz: |
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