Galerkin methods in dynamic stochastic programming

Matti Koivu, Teemu Pennanen

Research output: Contribution to journalArticleScientificpeer-review

8 Citations (Scopus)
Original languageEnglish
Pages (from-to)339-354
JournalOPTIMIZATION
Volume59
Issue number3
DOIs
Publication statusPublished - 2010
MoE publication typeA1 Journal article-refereed

Keywords

  • basis strategies
  • convexity
  • dynamic stochastic programming
  • Galerkin method

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