Duality and sensitivity analysis of multistage linear stochastic programs
Vincent Guigues, Alexander Shapiro, Yi Cheng
| Year of publication: |
2023
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|---|---|
| Authors: | Guigues, Vincent ; Shapiro, Alexander ; Cheng, Yi |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 308.2023, 2 (16.7.), p. 752-767
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| Subject: | Dual SDDP | Relatively complete recourse | SDDP | Sensitivity analysis | Stochastic optimization | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Sensitivitätsanalyse |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.11.051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014283124