摘要: Multistage decision problems are designed to solve real world problems. It is especially important model the reality in an appropriate way so that optimal solutions of can be used as decisions for problem at hand. Recall we consider always mathematical optimization approximation (see Fig. 1.2 introduction) and aware possible errors. A crucial part modeling find stochastic and—as a further step—an tree representation multistage scenario process. Typically, there sample past data available, but not more.
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