✦ LIBER ✦

Tree Approximations of Dynamic Stochastic Programs

✍ Scribed by Mirkov, Radoslava; Pflug, Georg Ch.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Variance reduction in sample approximati

✍ Matti Koivu 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 247 KB

Stability, Approximation, and Decomposit

✍ Küchler, Christian 📂 Article 📅 2009 🏛 Vieweg+Teubner ⚖ 548 KB

Successive Linear Approximation Solution

✍ Birge, John R.; Zhao, Gongyun 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 283 KB

Approximations to stochastic programs wi

✍ Peter Kall 📂 Article 📅 1974 🏛 Springer-Verlag 🌐 English ⚖ 314 KB

Scenario tree reduction for multistage s

✍ Holger Heitsch; Werner Römisch 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 425 KB

Scenario tree modeling for multistage st

✍ Holger Heitsch; Werner Römisch 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 534 KB