A graph theoretic approach to non-anticipativity constraint generation in multistage stochastic programs with incomplete scenario sets
Zuo Zeng, Alexander Vinel, Brianna Christian, Yasuhiro Shoji, Selen Cremaschi
| Year of publication: |
2022
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|---|---|
| Authors: | Zheng, Zuo ; Vinel, Alexander ; Christian, Brianna ; Shoji, Yasuhiro ; Cremaschi, Selen |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 146.2022, p. 1-17
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| Subject: | Stochastic programming | Multistage stochastic models | Endogenous uncertainty | Non-anticipativity constraints | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2022.105886 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013347431