On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s10589-019-00104-x.pdf
Reference54 articles.
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4. Birge, J.R.: Decomposition and partitioning methods for multistage stochastic linear programs. Oper. Res. 33(5), 989–1007 (1985)
5. Chen, Z.L., Powell, W.B.: Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse. J. Optim. Theory Appl. 102(3), 497–524 (1999)
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