Multistage Stochastic Programs via Stochastic Parametric Optimization

Vlasta Kaňková ()
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Vlasta Kaňková: Academy of Sciences of the Czech Republic

A chapter in Operations Research Proceedings 2007, 2008, pp 63-68 from Springer

Abstract: Abstract Multistage stochastic programming problems can be defined as a finite system of (mostly parametric) one-stage stochastic programming problems with an inner type of dependence (for details see e.g. [1], [2], [6]). Employing this approach we can introduce the multistage (M+1-stage, M ≥ 1) stochastic programming problem as the problem.

Date: 2008
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DOI: 10.1007/978-3-540-77903-2_10

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