Multistage stochastic decision problems: Approximation by recursive structures and ambiguity modeling

Autor:	Ch. Pflug, Georg
Rok vydání:	2023
Předmět:	Scenario tree generation Information Systems and Management Model error General Computer Science Distributionally robust solutions Modeling and Simulation Recursive algorithms Stochastic programming Management Science and Operations Research Industrial and Manufacturing Engineering
Zdroj:	European Journal of Operational Research. 306:1027-1039
ISSN:	0377-2217
DOI:	10.1016/j.ejor.2022.04.002
Popis:	The abstract is available here: https://uscholar.univie.ac.at/o:1632674
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d5db2e4139f6f17cfb0d0e32a60602ec https://doi.org/10.1016/j.ejor.2022.04.002 Zobrazit plný text záznamu Full Text from ScienceDirect