Cut sharing for multistage stochastic linear programs with interstage dependency
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/BF02592154.pdf
Reference27 articles.
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2. Technical Report 94-1;J.R. Birge,1994
3. J.R. Birge and F.V. Louveaux, “A multicut algorithm for two-stage stochastic linear programs,”European Journal of Operational Research 34 (1988) 384–392.
4. J.R. Birge and R.J.-B. Wets, “Sublinear upper bounds for stochastic programs with recourse,”Mathematical Programming 43 (1989) 131–149.
5. J.R. Birge and R.J.-B. Wets, “Designing approximation schemes for stochastic optimization problems, in particular, for stochastic programs with recourse,”Mathematical Programming Study 27 (1986) 54–102.
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