On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems.

Julien Keutchayan David Munger Michel Gendreau

Published in: Math. Oper. Res. (2020)

Keyphrases

stochastic programming problems
dynamic programming
optimal design
tree structure
binary decision tree
closed form
optimal solution
optimal control
binary search trees
b tree
optimal filter
minimum error
error tolerance
tree models
error rate
index structure
multi dimensional
upper bound
lower bound