Scenario tree reduction for multistage stochastic programs

Computational Management Science

Volumn 6, Issue 2, 2009, Pages 117-133

  Heitsch, Holger ^a   Römisch, Werner ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Multistage; Scenario reduction; Scenario tree; Stochastic programming

Indexed keywords

EID: 63949088378     PISSN: 1619697X     EISSN: 16196988     Source Type: Journal    
DOI: 10.1007/s10287-008-0087-y     Document Type: Conference Paper

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