Sampling scenario set partition dual bounds for multistage stochastic programs
Ilke Bakir, Natashia Boland, Brian Dandurand, Alan Erera
| Year of publication: |
2020
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|---|---|
| Authors: | Bakir, Ilke ; Boland, Natashia ; Dandurand, Brian ; Erera, Alan |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 32.2020, 1, p. 145-163
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| Subject: | stochastic programming | multistage stochastic programming | bounds | dual decomposition | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stichprobenerhebung | Sampling | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2018.0885 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012182997