Integration quadratures in discretization of stochastic programs

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: In: Stochastic Programming E-Print Series, 11

Classification: Mathematik

Event: Veröffentlichung

(where): Berlin

(who): Humboldt-Universität zu Berlin

(when): 2002

Creator: Pennanen, Teemu
Koivu, Matti

DOI: 10.18452/8275

URN: urn:nbn:de:kobv:11-10058449

urn:nbn:de:kobv:11-10058458

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 10:49 AM CEST

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Pennanen, Teemu
Koivu, Matti
Humboldt-Universität zu Berlin

Time of origin

2002

Other Objects (12)

Hochschulschrift

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Epi-convergent discretizations of stochastic programs via integration quadratures

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Aggregation and Discretization in Multistage Stochastic Programming

Full Discretization of Stochastic Burgers Equation with Correlated Noise

Discretization-based algorithms for the global solution of hierarchical programs

The invariance of asymptotic laws of stochastic systems under discretization

Stability of multistage stochastic programs

Full discretization of the stochastic Burgers equation with correlated noise

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Epi-convergent discretizations of stochastic programs via integration quadratures

Conditioning of stochastic programs

Aggregation and Discretization in Multistage Stochastic Programming

Full Discretization of Stochastic Burgers Equation with Correlated Noise

Discretization-based algorithms for the global solution of hierarchical programs

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Stability of multistage stochastic programs

Full discretization of the stochastic Burgers equation with correlated noise

Multistage Stochastic Integer Programs

Multistage stochastic integer programs

Hochschulschrift

Discretization of backward stochastic Volterra integral equations

Epi-convergent discretizations of stochastic programs via integration quadratures

Conditioning of stochastic programs

Aggregation and Discretization in Multistage Stochastic Programming

Full Discretization of Stochastic Burgers Equation with Correlated Noise

Discretization-based algorithms for the global solution of hierarchical programs

The invariance of asymptotic laws of stochastic systems under discretization

Stability of multistage stochastic programs

Full discretization of the stochastic Burgers equation with correlated noise

Multistage Stochastic Integer Programs

Multistage stochastic integer programs

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Integration quadratures in discretization of stochastic programs

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Other Objects (12)

Discretization of backward stochastic Volterra integral equations

Epi-convergent discretizations of stochastic programs via integration quadratures

Conditioning of stochastic programs

Aggregation and Discretization in Multistage Stochastic Programming

Full Discretization of Stochastic Burgers Equation with Correlated Noise

Discretization-based algorithms for the global solution of hierarchical programs

The invariance of asymptotic laws of stochastic systems under discretization

Stability of multistage stochastic programs

Stability of multistage stochastic programs

Full discretization of the stochastic Burgers equation with correlated noise

Multistage Stochastic Integer Programs

Multistage stochastic integer programs

Discretization of backward stochastic Volterra integral equations

Epi-convergent discretizations of stochastic programs via integration quadratures

Conditioning of stochastic programs

Aggregation and Discretization in Multistage Stochastic Programming

Full Discretization of Stochastic Burgers Equation with Correlated Noise

Discretization-based algorithms for the global solution of hierarchical programs

The invariance of asymptotic laws of stochastic systems under discretization

Stability of multistage stochastic programs

Stability of multistage stochastic programs

Full discretization of the stochastic Burgers equation with correlated noise

Multistage Stochastic Integer Programs

Multistage stochastic integer programs

Discretization of backward stochastic Volterra integral equations

Epi-convergent discretizations of stochastic programs via integration quadratures

Conditioning of stochastic programs

Aggregation and Discretization in Multistage Stochastic Programming

Full Discretization of Stochastic Burgers Equation with Correlated Noise

Discretization-based algorithms for the global solution of hierarchical programs

The invariance of asymptotic laws of stochastic systems under discretization

Stability of multistage stochastic programs

Stability of multistage stochastic programs

Full discretization of the stochastic Burgers equation with correlated noise

Multistage Stochastic Integer Programs

Multistage stochastic integer programs

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