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

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

From MaRDI portal
Publication:6323216

DOI10.1016/j.cor.2022.105886zbMath1520.90174arXiv1908.01792MaRDI QIDQ6323216

Brianna Christian, Selen Cremaschi, Yasuhiro Shoji, Alexander Vinel, Zuo Zeng

Publication date: 5 August 2019




Mathematics Subject Classification ID

Stochastic programming (90C15)





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