Generalized bounds for convex multistage stochastic programs
By: Daniel Kuhn.
Series: Lecture notes in economics and mathematical systems,; 548
Publisher: Springer
Published: 2005
Place of publication: Berlin; London
Language: eng
Number of pages: 190
Subjects: Stochastic approximation; Mathematical optimization
Notes: Includes bibliographical references (p. [175]-181) and index.