Title: Multistage Stochastic Programs via Stochastic Parametric Optimization
Abstract: Abstract 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.
Publication Year: 2008
Publication Date: 2008-01-01
Language: en
Type: preprint
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