Epi-convergent discretizations of multistage stochastic programs via integration quadratures

Teemu Pennanen

Epi-convergent discretizations of multistage stochastic programs via integration quadratures

Teemu Pennanen

Department of Mathematics and Systems Analysis

Research output: Contribution to journal › Article › Scientific › peer-review

34 Citations (Scopus)

Original language	English
Pages (from-to)	461-479
Journal	Mathematical Programming
Volume	116
Issue number	1-2
Publication status	Published - 2009
MoE publication type	A1 Journal article-refereed

Keywords

Discretization
Epi-convergence
Quadrature
Stochastic programming

Cite this

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title = "Epi-convergent discretizations of multistage stochastic programs via integration quadratures",

keywords = "Discretization, Epi-convergence, Quadrature, Stochastic programming, Discretization, Epi-convergence, Quadrature, Stochastic programming, Discretization, Epi-convergence, Quadrature, Stochastic programming",

author = "Teemu Pennanen",

year = "2009",

language = "English",

volume = "116",

pages = "461--479",

journal = "Mathematical Programming",

issn = "0025-5610",

publisher = "Springer-Verlag GmbH and Co. KG",

number = "1-2",

}

TY - JOUR

T1 - Epi-convergent discretizations of multistage stochastic programs via integration quadratures

AU - Pennanen, Teemu

PY - 2009

Y1 - 2009

KW - Discretization

KW - Epi-convergence

KW - Quadrature

KW - Stochastic programming

KW - Discretization

KW - Epi-convergence

KW - Quadrature

KW - Stochastic programming

KW - Discretization

KW - Epi-convergence

KW - Quadrature

KW - Stochastic programming

M3 - Article

VL - 116

SP - 461

EP - 479

JO - Mathematical Programming

JF - Mathematical Programming

SN - 0025-5610

IS - 1-2

ER -