Scenario tree reduction for multistage stochastic programs
Year of publication: |
2009
|
---|---|
Authors: | Heitsch, Holger ; Römisch, Werner |
Published in: |
Computational Management Science. - Springer. - Vol. 6.2009, 2, p. 117-133
|
Publisher: |
Springer |
Subject: | Stochastic programming | Scenario reduction | Scenario tree | Multistage |
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