Multistage Stochastic Programming via Autoregressive Sequences
نویسندگان
چکیده
منابع مشابه
Multistage Stochastic Programming via Autoregressive Sequences
Multistage stochastic programming problems belong to optimization problems depending on a probability measure. Usually, the operator of mathematical expectation appears in an objective function and, moreover, constraints set can depend on the probability measure also. The multistage stochastic programming problems correspond to applications (with an unneglected random element) that can be reaso...
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ژورنال
عنوان ژورنال: Acta Oeconomica Pragensia
سال: 2007
ISSN: 0572-3043,1804-2112
DOI: 10.18267/j.aop.79