Kybernetika 31 no. 2, 151-174, 1995

Multistage stochastic programs: The state-of-the-art and selected bibliography

Jitka Dupačová

Abstract:

The paper gives a brief introduction into the problems of multistage stochastic programming with emphasis on the modeling issues (Section 2) and on the contemporary numerical advances (Section 3). Extensive classified bibliography is contained in the last Section.

Classification:

90C15, 90-02