Epi-convergent discretizations of multistage stochastic programs via integration quadratures

✍ Scribed by Teemu Pennanen

• Publisher: Springer-Verlag
• Year: 2007
• Tongue: English
• Weight: 246 KB
• Volume: 116
• Category: Article
• ISSN: 0025-5610
• DOI: 10.1007/s10107-007-0113-9