Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming

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

Original language	English
Pages (from-to)	1-351
Number of pages	351
Journal	Probability Theory and Stochastic Modelling
Volume	75
Publication status	Published - 1 Jan 2015

Cite this

@article{599b816a18d740f68c57b5e3d8322815,

title = "Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming",

author = "Pierre Carpentier and Chancelier, \{Jean Philippe\} and Guy Cohen and \{De Lara\}, Michel",

year = "2015",

month = jan,

day = "1",

language = "English",

volume = "75",

pages = "1--351",

journal = "Probability Theory and Stochastic Modelling",

issn = "2199-3130",

}

TY - JOUR

T1 - Stochastic Multi-Stage Optimization

T2 - At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming

AU - Carpentier, Pierre

AU - Chancelier, Jean Philippe

AU - Cohen, Guy

AU - De Lara, Michel

PY - 2015/1/1

Y1 - 2015/1/1

UR - https://www.scopus.com/pages/publications/85130815552

M3 - Article

AN - SCOPUS:85130815552

SN - 2199-3130

VL - 75

SP - 1

EP - 351

JO - Probability Theory and Stochastic Modelling

JF - Probability Theory and Stochastic Modelling

ER -