Lagrangian dual decision rules for multistage stochastic mixed-integer programming
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Publication:6579656
DOI10.1287/opre.2022.2366MaRDI QIDQ6579656
James R. Luedtke, Merve Bodur, Maryam Daryalal
Publication date: 25 July 2024
Published in: Operations Research (Search for Journal in Brave)
samplingoptimizationstochastic programmingdecision rulesLagrangian dualtwo-stage approximationmultistage stochastic mixed integer programming
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