Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428)
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scientific article; zbMATH DE number 1046472
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cut sharing for multistage stochastic linear programs with interstage dependency |
scientific article; zbMATH DE number 1046472 |
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Cut sharing for multistage stochastic linear programs with interstage dependency (English)
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7 August 1997
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multistage stochastic programs
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decomposition-based algorithms
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interstage independent random parameters
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Monte Carlo sampling
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