Multistage stochastic programs with block-separable recourse

DOI10.1007/BFb0121125zbMath0593.90059OpenAlexW91186415MaRDI QIDQ3724094

François V. Louveaux

Publication date: 1986

Published in: Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0121125

zbMATH Keywords

stochastic integer programmingnested decompositionmultistage stochastic programsblock-separable recourse

Mathematics Subject Classification ID

Stochastic programming (90C15)

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