An effective heuristic for multistage linear programming with a stochastic right-hand side

Computers and Operations Research

Volumn 51, Issue , 2014, Pages 237-250

  Beltran Royo, C ^a   Escudero, L F ^a   Monge, J F ^b   Rodriguez Ravines, R E ^c  

^a UNIVERSIDAD REY JUAN CARLOS   (Spain)

^b MIGUEL HERNÁNDEZ UNIVERSITY   (Spain)

^c BayesForecast   (Spain)

Author keywords

Conditional expectation; Constraint aggregation; Multistage stochastic programming; Revenue management; Scenario tree

Indexed keywords

DECISION TREES; LINEAR PROGRAMMING; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

CONDITIONAL EXPECTATION; CONSTRAINT AGGREGATIONS; MULTI-STAGE STOCHASTIC PROGRAMMING; REVENUE MANAGEMENT; SCENARIO TREE;

HEURISTIC PROGRAMMING;

EID: 84988411349     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cor.2014.06.010     Document Type: Article

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