مرکز منطقه ای اطلاع رساني علوم و فناوري - On complexity of multistage stochastic programs

Title of article :

On complexity of multistage stochastic programs

Author/Authors :

Alexander Shapiro، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2006

Pages :

From page :

To page :

Keywords :

complexity , stochastic programming , Monte Carlo sampling , Large deviations exponential bounds , Sample average method

Journal title :

Operations Research Letters

Serial Year :

2006

Journal title :

Operations Research Letters

Record number :

137646

Link To Document :