Monotonic bounds in multistage mixed-integer stochastic programming
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Management Information Systems
Link
http://link.springer.com/content/pdf/10.1007/s10287-016-0254-5.pdf
Reference40 articles.
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3. Avriel M, Williams AC (1970) The value of information and stochastic programming. Oper Res 18:947–954
4. Birge JR (1982) The value of the stochastic solution in stochastic linear programs with fixed recourse. Math Program 24:314–325
5. Birge JR (1985) Aggregation bounds in stochastic linear programming. Math Program 31:25–41
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