Solving multistage asset investment problems by the sample average approximation method
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s10107-006-0723-7.pdf
Reference19 articles.
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3. Birge, J.R., Louveaux, F.: Introduction to Stochastic Programming. Springer-Verlag, New York (1997)
4. Dupacova, J., Gröwe-Kuska, N., Römisch, W.: Scenario reduction in stochastic programming: An approach using probability metrics. Math. Program. Ser. A 95, 493–511 (2003)
5. Blomvall, J.: A multistage stochastic programming algorithm suitable for parallel computing. Parallel Comput. 29, 431–445 (2003)
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