A graph theoretic approach to non-anticipativity constraint generation in multistage stochastic programs with incomplete scenario sets (Q2676284)
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scientific article; zbMATH DE number 7593169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A graph theoretic approach to non-anticipativity constraint generation in multistage stochastic programs with incomplete scenario sets |
scientific article; zbMATH DE number 7593169 |
Statements
A graph theoretic approach to non-anticipativity constraint generation in multistage stochastic programs with incomplete scenario sets (English)
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27 September 2022
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stochastic programming
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multistage stochastic models
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endogenous uncertainty
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non-anticipativity constraints
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