نتایج جستجو برای: level programming stochastic programming multi
تعداد نتایج: 1835353 فیلتر نتایج به سال:
Journal:
:Oper. Res. Lett.
2009
Alexander Shapiro
In this paper we discuss time consistency of multi-stage risk averse stochastic programming problems. We approach the concept of time consistency from an optimization point of view. That is, at each state of the system optimality of a decision policy should not involve states which cannot happen in the future. We also discuss a relation of this concept of time consistency to deriving dynamic pr...
Journal:
:SIAM Journal on Control and Optimization
1995
Journal:
:Foundations of Computational Mathematics
2006
Journal:
:SIAM Journal on Optimization
2005
Journal:
:Acta Oeconomica Pragensia
2007
Journal:
:Mathematical Programming
1985
Journal:
:Transactions of the Society of Instrument and Control Engineers
2018
Journal:
:Information and Control
1958
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید