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A Graph Theoretic Approach to Non-Anticipativity Constraint Generation in Multistage Stochastic Programs with Incomplete Scenario Sets - MaRDI portal

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A Graph Theoretic Approach to Non-Anticipativity Constraint Generation in Multistage Stochastic Programs with Incomplete Scenario Sets (Q6323216)

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scientific article
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

    Statements

    publication date
    5 August 2019
    0 references
    arXiv classification
    math.OC
    0 references
    author
    Zuo Zeng
    0 references
    Alexander Vinel
    0 references
    Brianna Christian
    0 references
    Yasuhiro Shoji
    0 references
    Selen Cremaschi
    0 references

    Identifiers

    arXiv ID
    1908.01792
    0 references
     
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