Cut sharing for multistage stochastic linear programs with interstage dependency

DOI10.1007/BF02592154zbMath0874.90147OpenAlexW2082431013MaRDI QIDQ1363428

Publication date: 7 August 1997

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02592154

zbMATH Keywords

Monte Carlo sampling multistage stochastic programs decomposition-based algorithms interstage independent random parameters

Mathematics Subject Classification ID

Stochastic programming (90C15)

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