Research Report

A Remark on Approximation in Multistage Stochastic Programs: Markov Dependence

Kaňková Vlasta, Šmíd Martin

: ÚTIA AV ČR, (Praha 2004)

: Research Report 2102

: CEZ:AV0Z1075907

: GA402/04/1294, GA ČR, GA402/02/1015, GA ČR, IAA7075202, GA AV ČR

: multistage stochastic programming problems, stability, empirical estimates

: 12B

: BB