Lulli, Guglielmo; Sen, Suvrajeet - In: Management Science 50 (2004) 6, pp. 786-796
In this paper, we present a branch-and-price method to solve special structured multistage stochastic integer programming problems. We validate our method on two different versions of a multistage stochastic batch-sizing problem (SBSP). One version adopts a recourse formulation, and the other is...