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The value of the stochastic solution in multistage problems

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Listed:
  • Laureano Escudero

  • Araceli Garín

  • María Merino

  • Gloria Pérez

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Suggested Citation

  • Laureano Escudero & Araceli Garín & María Merino & Gloria Pérez, 2007. "The value of the stochastic solution in multistage problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(1), pages 48-64, July.
    • Handle: RePEc:spr:topjnl:v:15:y:2007:i:1:p:48-64
    DOI: 10.1007/s11750-007-0005-4
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    References listed on IDEAS

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    1. R. T. Rockafellar & Roger J.-B. Wets, 1991. "Scenarios and Policy Aggregation in Optimization Under Uncertainty," Mathematics of Operations Research, INFORMS, vol. 16(1), pages 119-147, February.
    2. Albert Madansky, 1960. "Inequalities for Stochastic Linear Programming Problems," Management Science, INFORMS, vol. 6(2), pages 197-204, January.
    3. Hung-Po Chao, 1981. "Exhaustible Resource Models: The Value of Information," Operations Research, INFORMS, vol. 29(5), pages 903-923, October.
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