Sequences of Barycentrically Discretized Multistage Stochastic Linear Programs: Accuracy Evolution within Financial Applications
Type
working paper
Date Issued
2002-02-23
Author(s)
Language
German
HSG Classification
not classified
Refereed
No
Publisher
Institute for Operations Research, University of St. Gallen
Publisher place
St. Gallen, CH
Subject(s)
Division(s)
Eprints ID
7232