A Remark on Approximation in Multistage Stochastic Programs: Markov Dependence

Research Report

Kaňková Vlasta, Šmíd Martin

publisher: ÚTIA AV ČR, (Praha 2004)

edition: Research Report 2102

research: CEZ:AV0Z1075907

project(s): GA402/04/1294GA ČR, GA402/02/1015GA ČR, IAA7075202GA AV ČR

keywords: multistage stochastic programming problems, stability, empirical estimates

Cosati: 12B

RIV: BB