Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs
Year of publication: |
2013
|
---|---|
Authors: | Queiroz, Anderson Rodrigo de ; Morton, David P. |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 41.2013, 3, p. 311-316
|
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Mathematische Optimierung | Mathematical programming | Dekompositionsverfahren | Decomposition method |
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