The Expected Loss in the Discretization of Multistage Stochastic Programming Problems - Estimation and Convergence Rate

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SYSNO	0314410
Title	The Expected Loss in the Discretization of Multistage Stochastic Programming Problems - Estimation and Convergence Rate
Title	Očekávaná ztráta v diskretizaci vícestupňového problému stochastického programování - odhady a konvergence cen
Author(s)	Šmíd, Martin (UTIA-B)_{RID, ORCID}
Source Title	Annals of Operations Research. Roč. 165, č. 1 (2009), s. 29-45. - : Springer
Document Type	Článek v odborném periodiku
Grant	GA402/04/1294 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
Language	eng
Country	US
Keywords	multistage stochastic programming problems * approximation * discretization * Monte Carlo
URL	http://library.utia.cas.cz/separaty/2008/E/smid-the expected loss in the discretization of multistage stochastic programming problems - estimation and convergence rate.pdf
Permanent Link	http://hdl.handle.net/11104/0164931

Number of the records: 1