Sampling scenario set partition dual bounds for multistage stochastic programs
Year of publication: |
2020
|
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Authors: | Bakir, Ilke ; Boland, Natashia ; Dandurand, Brian ; Erera, Alan |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 32.2020, 1, p. 145-163
|
Subject: | stochastic programming | multistage stochastic programming | bounds | dual decomposition | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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