BBPH : using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs
Jason Barnett, Jean-Paul Watson, David L. Woodruff
| Year of publication: |
January 2017
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|---|---|
| Authors: | Barnett, Jason ; Watson, Jean-Paul ; Woodruff, David L. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 45.2017, 1, p. 34-39
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| Subject: | Stochastic programming | Progressive hedging | Branch and bound | Hedging | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Branch-and-Bound | Branch and Bound |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2016.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011687115