Work

Multistage stochastic programs: The state-of-the-art and selected bibliography

Year: 1995

Type: other

Abstract: JITKA DUPAČOVÁThe paper gives a brief introduction into the problems of multistage stochastic program ming with emphasis on the modeling issues (Section 2) and on the contemporary numerical advances (Section 3).Extensive classified bibliography is contained in the last Section.

Source: Czech digital mathematics library

Author: Jitka Dupačová

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funder: Grantová Agentura České Republiky

OpenAlex ID: W93155040

Cites: 124

Cited by: 64

Related to: 10