Cut sharing for multistage stochastic linear programs with interstage dependency
type: Item
instance of: scholarly article
title: Cut sharing for multistage stochastic linear programs with interstage dependency
zbMATH Open document ID: 0874.90147
DOI: 10.1007/BF02592154
author: Gerd Infanger
author: David Morton
published in: Mathematical Programming. Series A. Series B
publication date: 1997-08-07T00:00:00Z
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 1046472
zbMATH Keywords: multistage stochastic programs
zbMATH Keywords: decomposition-based algorithms
zbMATH Keywords: interstage independent random parameters
zbMATH Keywords: Monte Carlo sampling
describes a project that uses: MSLiP
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02592154
OpenAlex ID: W2082431013
description: scientific article; zbMATH DE number 1046472