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An effective heuristic for multistage linear programming with a stochastic right-hand side - MaRDI portal

An effective heuristic for multistage linear programming with a stochastic right-hand side (Q337144)

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scientific article; zbMATH DE number 6650715
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English
An effective heuristic for multistage linear programming with a stochastic right-hand side
scientific article; zbMATH DE number 6650715

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    An effective heuristic for multistage linear programming with a stochastic right-hand side (English)
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    10 November 2016
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    multistage stochastic programming
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    constraint aggregation
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    conditional expectation
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    scenario tree
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    revenue management
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