Monotonic bounds in multistage mixed-integer stochastic programming
Francesca Maggioni, Elisabetta Allevi, Marida Bertocchi
| Year of publication: |
July 2016
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|---|---|
| Authors: | Maggioni, Francesca ; Allevi, Elisabetta ; Bertocchi, Marida |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 13.2016, 3, p. 423-457
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| Subject: | Multistage stochastic programming | Group subproblems | Mixed-integer programs | Value of stochastic solution | Computional complexity | Bounds | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Theorie | Theory | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-016-0254-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011669305