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Multistage stochastic programs via stochastic parametric optimization. (English) Zbl 1209.90282
Kalcsics, Jörg (ed.) et al., Operations Research Proceedings 2007. Selected papers of the annual international conference of the German Operations Research Society (GOR), Saarbrücken, Germany, September 5–7, 2007. Berlin: Springer (ISBN 978-3-540-77902-5/pbk). 63-68 (2008).
Summary: Multistage stochastic programming problems can be defined as a finite system of (mostly parametric) one-stage stochastic programming problems with an inner type of dependence. Employing this approach we can introduce the multistage ($$M+1$$-stage, $$M \geq 1$$) stochastic programming problem as the problem.
For the entire collection see [Zbl 1141.90001].

##### MSC:
 90C15 Stochastic programming
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