SDDP for multistage stochastic linear programs based on spectral risk measures

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Standort
Deutsche Nationalbibliothek Frankfurt am Main
Umfang
Online-Ressource
Sprache
Englisch

Erschienen in
Stochastic Programming E-Print Series ; 4

Ereignis
Veröffentlichung
(wo)
Berlin
(wer)
Humboldt-Universität zu Berlin
(wann)
2012
Urheber
Guiges, Vincent
Römisch, Werner

DOI
10.18452/8424
URN
urn:nbn:de:kobv:11-100201028
Rechteinformation
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Letzte Aktualisierung
14.08.2025, 11:02 MESZ

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Beteiligte

  • Guiges, Vincent
  • Römisch, Werner
  • Humboldt-Universität zu Berlin

Entstanden

  • 2012

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