Epi-convergent discretizations of multistage stochastic programs vie integration quadratures

Teemu Pennanen

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

38 Citations (Scopus)

Cite this

@article{09d2a9071a074da39453ef6102fd4153,

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

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",

}