0410335 20240103182206.920060210235959.9 3-540-67094-7 Berlin Springer 2000 6 s. 136-141InderfurthK.SchwödiauerG. cav_un_auth*0101122 Kaňková Vlasta UTIA-B Department of Econometrics Ústav teorie informace a automatizace AV ČR, v. v. i. 12B GA402/98/0742 GA ČR cav_un_auth*0009149 GA402/99/1136 GA ČR cav_un_auth*0009183 AV0Z1075907 The paper deals with multistage stochastic programming problems. In particular, the aim of the paper is to construct an approximate method of solution of these complicated optimization problems. The introduced method guarantees the prescribed approximation error. To achieve this result a special type of Markov dependence (satisfied in many applications) is assumed. cav_un_auth*0212644 Symposium on Operations Research (SOR '99) Magdeburg DE 01.09.1999-03.09.1999 BB E http://hdl.handle.net/11104/0130425 UTIA-B 20000051 2000 2000 Berlin Springer 3-540-67094-7 Operations Research. Proceedings 1999 136 141 Inderfurth K. 340 Schwödiauer G. 340