Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty
F. Hooshmand, S.A. MirHassani
| Year of publication: |
February 2018
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|---|---|
| Authors: | Hooshmand, F. ; MirHassani, S.A. |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 87.2018, 1, p. 1-18
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| Subject: | Multistage stochastic programming | Endogenous and exogenous uncertainties | Redundant nonanticipativity constraints | Constraint reduction | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-017-0600-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011873712