Bound-based approximations in multistage stochastic programming: Nonanticipativity aggregation

Annals of Operations Research

Volumn 85, Issue , 1999, Pages 103-127

  Edirisinghe, N C P ^a  

^a UNIVERSITY OF TENNESSEE   (United States)

Author keywords

Bounds on multistage stochastic programs; Nonanticipative feasibility; Row aggregation; Scenario approximation

Indexed keywords

EID: 0033468949     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1023/a:1018961525394     Document Type: Article

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