Multistage Stochastic Decision and Economic Processes
[Vícestupňové stochastické rozhodování a ekonomické procesy]
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DOI: 10.18267/j.aop.143
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References listed on IDEAS
- Matthias Nowak & Werner Römisch, 2000. "Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty," Annals of Operations Research, Springer, vol. 100(1), pages 251-272, December.
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More about this item
Keywords
economic processes; multistage stochastic programming; Markov dependence;All these keywords.
JEL classification:
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
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