Stochastic programs with binary distributions : structural properties of scenario trees and algorithms
Year of publication: |
October 2018
|
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Authors: | Prochazka, Vit ; Wallace, Stein W. |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 15.2018, 3/4, p. 397-410
|
Subject: | Stochastic programming | Scenarios | Binary random variables | Algorithms | Szenariotechnik | Scenario analysis | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Theorie | Theory |
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