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• W2102305693 abstract "We consider convex stochastic multistage problems and present an approximation technique which allows to analyse the error with respect to time. The technique is based on barycentric approximation of conditional and marginal probability spaces and requiresstrict nonanticipativity for the constraint multifunction and thesaddle property for the value functions." @default.
• W2102305693 created "2016-06-24" @default.
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• W2102305693 date "1994-02-01" @default.
• W2102305693 modified "2023-09-27" @default.
• W2102305693 title "Multistage stochastic programming: Error analysis for the convex case" @default.
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• W2102305693 doi "https://doi.org/10.1007/bf01440737" @default.
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