Stochastic scenario decomposition for multistage stochastic programs

IMA Journal of Management Mathematics

Volumn 21, Issue 1, 2010, Pages 39-66

  Higle, Julia L ^a   Rayco, Brenda ^b   Sen, Suvrajeet ^a  

^a OHIO STATE UNIVERSITY   (United States)

^b Business Development Alliances   (United States)

Author keywords

Decomposition; Duality; Stochastic programming

Indexed keywords

EID: 84981358236     PISSN: 1471678X     EISSN: 14716798     Source Type: Journal    
DOI: 10.1093/imaman/dpp001     Document Type: Article

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