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Aggregation and discretization in multistage stochastic programming

Author
KUHN, Daniel1
[1] Institute for Operations Research and Computational Finance (ior/cf-HSG), University of St. Gallen, Bodanstrasse 6, 9000 St. Gallen, Switzerland
Source

Mathematical programming. 2008, Vol 113, Num 1, pp 61-94, 34 p ; ref : 44 ref

CODEN
MHPGA4
ISSN
0025-5610
Scientific domain
Control theory, operational research; Mathematics
Publisher
Springer, Heidelberg
Publication country
Germany
Document type
Article
Language
English
Author keyword
49M29 90C25 Aggregation Approximation Bounds Discretization, 90C15 Stochastic programming
Keyword (fr)
Agrégation Borne inférieure Borne supérieure Dimensionnalité Discrétisation Modélisation Programmation convexe Programmation mathématique Programmation stochastique Programme application
Keyword (en)
Aggregation Lower bound Upper bound Dimensionality Discretization Modeling Convex programming Mathematical programming Stochastic programming Application program
Keyword (es)
Agregación Cota inferior Cota superior Dimensionalidad Discretización Modelización Programación convexa Programación matemática Programación estocástica Programa aplicación
Classification
Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A03 Mathematical programming

Discipline
Operational research. Management
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
20110574

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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