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Kuhn et al., 2008 - Google Patents

Bound-based decision rules in multistage stochastic programming

Kuhn et al., 2008

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Document ID
12567253358595256875
Author
Kuhn D
Parpas P
Rustem B
Publication year
Publication venue
Kybernetika

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Snippet

We study bounding approximations for a multistage stochastic program with expected value constraints. Two simpler approximate stochastic programs, which provide upper and lower bounds on the original problem, are obtained by replacing the original stochastic data …
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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