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2006-03-15Buch DOI: 10.18452/8351
Contamination for multistage stochastic programs
dc.contributor.authorDupacová, Jitka
dc.contributor.editorHigle, Julie L.
dc.contributor.editorRömisch, Werner
dc.contributor.editorSen, Surrajeet
dc.date.accessioned2017-06-16T20:07:44Z
dc.date.available2017-06-16T20:07:44Z
dc.date.created2006-06-02
dc.date.issued2006-03-15
dc.date.submitted2006-02-07
dc.identifier.urihttp://edoc.hu-berlin.de/18452/9003
dc.description.abstractContamination technique will be examined as a possible approach to robustness analysis of results obtained for multistage stochastic linear programs with respect to changes of their structure or input data. We shall focus on the case then the already selected scenario tree gets extended for additional (stress or out-of-sample) scenarios and/or additional stages.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectscenario-based stochastic linear programseng
dc.subjectstageseng
dc.subjectcontaminationeng
dc.titleContamination for multistage stochastic programs
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10064300
dc.identifier.doihttp://dx.doi.org/10.18452/8351
local.edoc.container-titleStochastic Programming E-Print Series
local.edoc.pages10
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2006
local.edoc.container-issue2
local.edoc.container-erstkatid2936317-2

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